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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,487
COMMITMENTS
      51      334       22    1,836    1,416    1,909    1,772      578      715

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        222)
      51      132       15       64      -85      130       62       92      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     13.4      0.9     73.8     56.9     76.8     71.3     23.2     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       13       14       15       16
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       40,243
COMMITMENTS
   5,682    6,422    2,167   26,186   26,761   34,035   35,350    6,208    4,893

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      3,795)
     944     -154      517    1,036    2,999    2,497    3,362    1,298      433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     16.0      5.4     65.1     66.5     84.6     87.8     15.4     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      19       12       15       35       35       62       55
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      242,344
COMMITMENTS
  68,703   32,256   47,026   97,561  125,980  213,290  205,262   29,054   37,082

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     13,509)
   8,748    2,738      589    2,256    9,443   11,593   12,770    1,916      739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     13.3     19.4     40.3     52.0     88.0     84.7     12.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
     100       65      104       58       77      228      203
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      368,348
COMMITMENTS
 130,564   64,954   57,893  148,655  177,494  337,112  300,341   31,236   68,007

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      9,915)
   1,465    2,762   -2,310   11,407    8,918   10,562    9,370     -647      545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     17.6     15.7     40.4     48.2     91.5     81.5      8.5     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      462)
     151       86      126       90      195      317      348
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,363
COMMITMENTS
   5,251    1,392      815    2,358    6,866    8,424    9,073    1,939    1,290

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -683)
     226       17     -726     -146       58     -646     -651      -37      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.7     13.4      7.9     22.8     66.3     81.3     87.6     18.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      40       12       15       17       34       67       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       52,705
COMMITMENTS
  21,043    6,288   10,060   13,118   13,949   44,221   30,297    8,484   22,408

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -1,192)
  -1,672     -648     -305      725      266   -1,252     -687       60     -505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     11.9     19.1     24.9     26.5     83.9     57.5     16.1     42.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      57       37       41       42       81      127      141
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       59,042
COMMITMENTS
  10,619        0    2,580   44,461   56,417   57,660   58,997    1,382       45

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        131)
     609        0        0     -998      816     -389      816      520     -685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      0.0      4.4     75.3     95.6     97.7     99.9      2.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        0        1       10       12       17       13
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      119,488
COMMITMENTS
  55,186   21,372      557   15,872   82,109   71,615  104,038   47,873   15,450

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      1,589)
   1,111     -984      149     -855      683      405     -152    1,184    1,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2     17.9      0.5     13.3     68.7     59.9     87.1     40.1     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      40        8        4       14       29       56       39
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       46,750
COMMITMENTS
  22,079   11,638       66    2,659   24,378   24,804   36,082   21,946   10,668

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      6,280)
   4,404      557       48     -322    5,515    4,130    6,120    2,150      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.2     24.9      0.1      5.7     52.1     53.1     77.2     46.9     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      16        8        2        8       17       24       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      151,734
COMMITMENTS
 123,543   20,426       32   20,100  129,964  143,675  150,422    8,059    1,312

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      8,948)
   8,564      692      -30      591    8,556    9,125    9,218     -177     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.4     13.5      0.0     13.2     85.7     94.7     99.1      5.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      74       10        1       13       23       88       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      108,587
COMMITMENTS
  46,923   24,264       83   29,231   61,587   76,237   85,934   32,350   22,653

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     11,939)
  10,895   -3,876      -41   -1,804   15,152    9,050   11,235    2,889      704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2     22.3      0.1     26.9     56.7     70.2     79.1     29.8     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      29       22        7       19       28       51       54
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      116,384
COMMITMENTS
  52,648   21,167      514   36,222   61,666   89,384   83,347   27,000   33,037

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -277)
  -1,847   -1,110       34     -183   -2,152   -1,996   -3,228    1,719    2,951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2     18.2      0.4     31.1     53.0     76.8     71.6     23.2     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      29       33        8       25       28       60       63
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      211,730
COMMITMENTS
  80,381   40,447    2,464   65,404  111,805  148,249  154,716   63,481   57,014

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     12,024)
   6,893  -10,140    1,367    2,421   20,734   10,681   11,961    1,343       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     19.1      1.2     30.9     52.8     70.0     73.1     30.0     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      53       41       16       36       48       96       98
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,450
COMMITMENTS
  20,041    9,771        0    3,486   16,667   23,527   26,438    3,923    1,012

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      1,251)
   1,534     -109        0     -258    1,488    1,276    1,379      -25     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.0     35.6      0.0     12.7     60.7     85.7     96.3     14.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      22       10        0        5       10       27       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,341,997
COMMITMENTS
 878,803  620,488  1143260  5467239  5698580  7489302  7462328  852,695  879,669

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    408,969)
  20,869   91,133  179,725  180,715  151,596  381,309  422,454   27,660  -13,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      7.4     13.7     65.5     68.3     89.8     89.5     10.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      50       58       87      117      134      227      234
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      855,085
COMMITMENTS
  83,521   84,313   26,232  616,916  660,000  726,669  770,545  128,416   84,540

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     17,136)
     580    1,324   10,228    7,105   10,986   17,914   22,538     -777   -5,402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      9.9      3.1     72.1     77.2     85.0     90.1     15.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      534)
     112      100       58      215      217      354      349
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      313,529
COMMITMENTS
  17,325   30,006    3,524  213,403  242,995  234,252  276,525   79,277   37,004

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      5,519)
  -2,663    5,988    2,159   13,397     -677   12,893    7,470   -7,374   -1,951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      9.6      1.1     68.1     77.5     74.7     88.2     25.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      16       23        9       60       54       80       82
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,707,779
COMMITMENTS
 401,779  342,334   42,741  2017563  2085026  2462083  2470101  245,696  237,678

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     58,087)
  34,995   -4,542   21,567  -31,458   58,317   25,104   75,342   32,983  -17,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     12.6      1.6     74.5     77.0     90.9     91.2      9.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      496)
     106       95       44      187      198      314      316
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       99,040
COMMITMENTS
  15,904    7,889      354   72,180   88,255   88,438   96,498   10,602    2,542

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      1,515)
   1,333    1,187     -468      508    1,512    1,373    2,231      142     -716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      8.0      0.4     72.9     89.1     89.3     97.4     10.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      14        6        1       43       44       57       51
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       89,303
COMMITMENTS
  27,429    7,759    4,413   47,246   71,304   79,088   83,475   10,215    5,828

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -4,210)
  -1,071       28   -1,423   -1,855   -3,356   -4,349   -4,751      139      541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7      8.7      4.9     52.9     79.8     88.6     93.5     11.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      76       36        9       80       82      160      123
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       16,043
COMMITMENTS
   3,479      490      256    8,809   12,524   12,544   13,270    3,499    2,773

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -800)
  -1,835      246        0    1,196   -1,551     -639   -1,305     -161      505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7      3.1      1.6     54.9     78.1     78.2     82.7     21.8     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        1       12       10       15       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      366,300
COMMITMENTS
 137,221   53,814    3,312  192,186  293,900  332,719  351,026   33,581   15,274

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    -17,050)
  -4,171   -9,081      874  -15,253   -9,023  -18,550  -17,230    1,500      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5     14.7      0.9     52.5     80.2     90.8     95.8      9.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      76       35        7       76       79      154      119
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      120,991
COMMITMENTS
  71,144   11,067      167   15,318   95,573   86,629  106,807   34,362   14,184

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      7,421)
  11,959   -2,660        2   -8,404    9,716    3,557    7,058    3,864      363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.8      9.1      0.1     12.7     79.0     71.6     88.3     28.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      30       12        4       15       18       47       32
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,398
COMMITMENTS
   8,202   11,332       12   21,234   10,405   29,448   21,749   10,950   18,649

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -389)
    -195      571        0    1,804    1,334    1,609    1,905   -1,998   -2,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     28.1      0.0     52.6     25.8     72.9     53.8     27.1     46.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      17       10        1       23       14       40       25
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       64,245
COMMITMENTS
  13,105    7,663    1,473   34,371   23,788   48,949   32,924   15,296   31,321

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      6,532)
     124      151      936    4,590     -749    5,650      338      882    6,194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     11.9      2.3     53.5     37.0     76.2     51.2     23.8     48.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      19        7        3       20       18       41       27
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       28,493
COMMITMENTS
   4,394      740      330   20,047   24,693   24,771   25,763    3,722    2,730

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        354)
    -402      209        0      817     -153      415       56      -61      298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      2.6      1.2     70.4     86.7     86.9     90.4     13.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        3        1       19       25       26       29
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       34,150
COMMITMENTS
   8,626    3,885       84   18,159   28,237   26,869   32,206    7,281    1,944

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -4,075)
  -1,678      129        0   -1,672   -4,564   -3,350   -4,435     -725      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     11.4      0.2     53.2     82.7     78.7     94.3     21.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      16        5        1       18       20       35       25
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       14,827
COMMITMENTS
   4,114    3,314        5    8,224   10,939   12,343   14,258    2,484      569

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        234)
     327      338      -59      -24      -36      244      243      -10       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     22.4      0.0     55.5     73.8     83.2     96.2     16.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      12        3        1        6        4       18        8
```

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Updated February 4, 2011