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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,470
COMMITMENTS
     228      485        4    1,572    1,262    1,804    1,751      666      719

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        135)
       0        9        1      191      141      192      151      -57      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     19.6      0.2     63.6     51.1     73.0     70.9     27.0     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       13       13       16       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       39,838
COMMITMENTS
   7,347    5,879    1,176   25,246   28,167   33,769   35,222    6,069    4,616

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      1,276)
    -111      444     -447    1,692    1,475    1,134    1,472      142     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     14.8      3.0     63.4     70.7     84.8     88.4     15.2     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      22       13       15       32       34       62       55
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      244,999
COMMITMENTS
  74,267   31,319   46,742   95,806  130,583  216,815  208,644   28,184   36,355

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      3,370)
      59    1,253    2,728      767      908    3,554    4,889     -184   -1,519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     12.8     19.1     39.1     53.3     88.5     85.2     11.5     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
     107       58      107       58       76      231      202
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      359,080
COMMITMENTS
 129,025   56,462   54,344  145,333  177,991  328,702  288,797   30,378   70,283

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      5,382)
   1,792      471    2,156     -189      697    3,759    3,324    1,623    2,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     15.7     15.1     40.5     49.6     91.5     80.4      8.5     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      459)
     139       93      115       85      193      297      346
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,361
COMMITMENTS
   4,738    1,371      940    2,713    6,739    8,391    9,050    1,970    1,311

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:       -246)
    -461      -26       43      112     -266     -306     -249       60        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.7     13.2      9.1     26.2     65.0     81.0     87.3     19.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      37       11       10       18       34       62       51
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       51,176
COMMITMENTS
  20,305    5,288    8,301   15,044   13,880   43,650   27,469    7,526   23,707

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      1,460)
     201      -67      682      460      173    1,343      788      117      672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     10.3     16.2     29.4     27.1     85.3     53.7     14.7     46.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      56       34       43       40       83      121      147
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       65,444
COMMITMENTS
  15,844        0    3,755   45,297   61,598   64,896   65,353      548       91

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        758)
   1,360        0        0      133      730    1,493      730     -735       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      0.0      5.7     69.2     94.1     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        0        1       11       12       19       13
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      140,610
COMMITMENTS
  72,774    4,426      126   17,913  119,042   90,813  123,594   49,797   17,016

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:       -212)
  -4,244     -502       -5      355     -342   -3,894     -849    3,682      637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8      3.1      0.1     12.7     84.7     64.6     87.9     35.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      44        7        4       14       29       60       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,931
COMMITMENTS
  18,326    6,035       66    6,826   25,229   25,218   31,330   18,713   12,601

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      1,997)
     859     -914       66     -378      966      547      118    1,450    1,879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.7     13.7      0.2     15.5     57.4     57.4     71.3     42.6     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12        8        1        8       17       20       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      149,855
COMMITMENTS
 118,448    4,172      749   22,418  142,477  141,615  147,398    8,240    2,457

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        -19)
   1,556   -3,624       56   -2,439    3,007     -827     -561      808      542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.0      2.8      0.5     15.0     95.1     94.5     98.4      5.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      74       11        3       15       22       91       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      123,774
COMMITMENTS
  53,097   17,088      208   37,732   84,835   91,037  102,131   32,737   21,643

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -8,989)
 -15,788      775       21    9,155  -10,177   -6,612   -9,381   -2,377      392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     13.8      0.2     30.5     68.5     73.6     82.5     26.4     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      31       21        8       20       30       52       58
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      124,016
COMMITMENTS
  23,457   51,203      713   78,336   37,856  102,506   89,772   21,510   34,244

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      7,213)
    -932    8,266      225    7,266      298    6,559    8,789      654   -1,576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     41.3      0.6     63.2     30.5     82.7     72.4     17.3     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      20       43        6       29       22       54       66
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      207,869
COMMITMENTS
  77,454   31,856    3,730   68,789  122,623  149,973  158,209   57,896   49,660

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     14,565)
  14,059      925      374     -479   11,042   13,954   12,341      611    2,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     15.3      1.8     33.1     59.0     72.1     76.1     27.9     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      50       45       25       45       49      109      106
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,830
COMMITMENTS
  15,975    7,874      142    8,466   18,270   24,583   26,286    3,247    1,544

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:         95)
  -2,043     -334      142    1,896     -119       -5     -311      100      406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.4     28.3      0.5     30.4     65.6     88.3     94.5     11.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      15       11        1       12       11       27       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,970,365
COMMITMENTS
 860,234  629,874  1277671  5995964  6011506  8133869  7919051  836,496  1051314

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     83,464)
 120,782    2,734  -42,204        8   81,229   78,586   41,759    4,878   41,705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      7.0     14.2     66.8     67.0     90.7     88.3      9.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      63       51       90      121      133      238      234
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      917,177
COMMITMENTS
  83,311  101,338   44,042  665,257  673,753  792,609  819,132  124,567   98,045

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     23,730)
   4,781    6,724    7,516    7,337    2,344   19,634   16,584    4,096    7,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     11.0      4.8     72.5     73.5     86.4     89.3     13.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      566)
     117      108       60      233      227      381      367
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      337,177
COMMITMENTS
  15,632   44,892    4,004  233,447  247,876  253,083  296,772   84,094   40,405

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     11,151)
    -500    5,644     -955    8,098    3,978    6,643    8,667    4,508    2,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     13.3      1.2     69.2     73.5     75.1     88.0     24.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      16       20        7       64       53       82       78
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,899,999
COMMITMENTS
 504,311  448,145   34,273  2159048  2129383  2697632  2611801  202,367  288,198

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     62,896)
  60,479   39,472    8,282   -3,804   -8,169   64,957   39,585   -2,061   23,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     15.5      1.2     74.4     73.4     93.0     90.1      7.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      528)
     114      102       45      199      210      336      335
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      100,827
COMMITMENTS
  14,154    6,744        4   76,025   90,786   90,183   97,534   10,644    3,293

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        239)
    -949     -101        4      -14      155     -959       58    1,198      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      6.7      0.0     75.4     90.0     89.4     96.7     10.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      14        5        1       44       42       59       47
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       94,932
COMMITMENTS
  25,722    9,176    3,525   57,635   76,061   86,882   88,762    8,050    6,170

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      5,679)
   4,743    1,957     -350    3,447    4,037    7,840    5,644   -2,161       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      9.7      3.7     60.7     80.1     91.5     93.5      8.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      76       38       13       84       77      162      126
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       20,267
COMMITMENTS
   3,314    2,300        3   13,342   14,936   16,659   17,239    3,608    3,028

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      1,890)
     817    1,687     -553    1,482      449    1,746    1,583      144      307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     11.3      0.0     65.8     73.7     82.2     85.1     17.8     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        1       13       13       16       16
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      373,325
COMMITMENTS
 127,638   49,976    2,014  221,465  305,627  351,117  357,617   22,208   15,708

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     18,947)
  22,008    3,726   -1,362    9,825   17,940   30,471   20,304  -11,524   -1,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     13.4      0.5     59.3     81.9     94.1     95.8      5.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      74       39       10       79       75      155      122
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      125,341
COMMITMENTS
  72,726    6,662      842   17,645  101,838   91,213  109,342   34,128   15,999

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      2,868)
   1,879    1,329      157      551     -530    2,587      956      281    1,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.0      5.3      0.7     14.1     81.2     72.8     87.2     27.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      30       13        5       15       22       48       37
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       47,884
COMMITMENTS
   9,312   15,534      192   26,734   10,482   36,238   26,208   11,646   21,676

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:       -408)
     395      223      180     -429    1,167      146    1,570     -554   -1,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     32.4      0.4     55.8     21.9     75.7     54.7     24.3     45.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      18       13        2       23       15       41       30
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       62,659
COMMITMENTS
  16,132    2,749    1,605   35,213   34,207   52,950   38,561    9,709   24,098

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -1,762)
     377   -2,024      270       35    2,281      682      527   -2,444   -2,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7      4.4      2.6     56.2     54.6     84.5     61.5     15.5     38.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      19        4        4       20       21       41       27
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       31,274
COMMITMENTS
   4,318    2,746      300   22,743   25,694   27,361   28,740    3,913    2,534

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        972)
    -304      838      -10      958      -72      644      756      328      216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      8.8      1.0     72.7     82.2     87.5     91.9     12.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        5        1       21       23       26       29
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       35,145
COMMITMENTS
   9,422    2,573       84   19,715   29,916   29,221   32,573    5,924    2,572

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      1,425)
     949      914        0    1,114      399    2,063    1,313     -638      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      7.3      0.2     56.1     85.1     83.1     92.7     16.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      16        6        1       19       23       36       29
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       14,283
COMMITMENTS
   3,828    3,107        0    7,967   10,893   11,795   14,000    2,488      283

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -1,032)
    -388      -38     -134      -24     -184     -546     -356     -486     -676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     21.8      0.0     55.8     76.3     82.6     98.0     17.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        4        0        6        3       15        7
```

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Updated February 25, 2011