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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       46,073
COMMITMENTS
   1,525    5,624   10,210   29,409   19,656   41,144   35,490    4,930   10,583

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      2,771)
    -413      198    1,236    1,572      796    2,395    2,230      375      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     12.2     22.2     63.8     42.7     89.3     77.0     10.7     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      11       22       24       37       29       63       61
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      197,616
COMMITMENTS
  48,398   15,762   42,430   85,393  108,074  176,222  166,266   21,394   31,350

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     -3,655)
     610   -1,450     -737   -2,363   -1,175   -2,491   -3,362   -1,164     -293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5      8.0     21.5     43.2     54.7     89.2     84.1     10.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      77       60       83       45       49      169      157
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      367,021
COMMITMENTS
 120,270   20,204   89,807  130,197  185,103  340,274  295,114   26,747   71,907

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     18,273)
  -1,223   -4,470   16,338    2,382    5,508   17,496   17,375      776      898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.8      5.5     24.5     35.5     50.4     92.7     80.4      7.3     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      417)
     133       75      119       94      177      295      318
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,329
COMMITMENTS
   4,272      545    1,309    2,617    6,574    8,198    8,428    2,131    1,901

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:       -751)
      78      -69     -476      -21     -118     -420     -663     -331      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.4      5.3     12.7     25.3     63.6     79.4     81.6     20.6     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      32       15       13       20       28       60       50
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,070
COMMITMENTS
  14,914    3,638    7,361   11,561   12,814   33,836   23,813    6,234   16,257

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      3,606)
   1,251       61    1,210      548    1,509    3,010    2,780      597      826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2      9.1     18.4     28.9     32.0     84.4     59.4     15.6     40.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      46       26       34       39       53      105       98
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       18,781
COMMITMENTS
   2,696      450       30   11,003   17,983   13,729   18,463    5,052      318

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      1,045)
     314     -220        0      665    1,302      979    1,082       66      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      2.4      0.2     58.6     95.8     73.1     98.3     26.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        2        1       10       11       17       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      116,809
COMMITMENTS
  42,133   10,279    6,846   23,489   80,490   72,468   97,615   44,341   19,194

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      8,550)
   5,740     -467      268      350    8,462    6,358    8,263    2,192      287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1      8.8      5.9     20.1     68.9     62.0     83.6     38.0     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      29       13       14       19       29       54       50
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       49,031
COMMITMENTS
  11,821   20,803    2,328   24,566   11,064   38,715   34,195   10,316   14,836

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      4,983)
   1,396    5,520      221    4,392   -1,881    6,009    3,860   -1,026    1,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1     42.4      4.7     50.1     22.6     79.0     69.7     21.0     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10       12        5       10       11       21       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      101,033
COMMITMENTS
  67,846   10,499      417   26,853   88,461   95,116   99,377    5,917    1,656

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     11,858)
  24,417    1,539     -299  -12,538   10,640   11,580   11,880      278      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.2     10.4      0.4     26.6     87.6     94.1     98.4      5.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      36       17        2       18       22       55       40
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      141,982
COMMITMENTS
  14,812   80,078    7,868  100,352   18,162  123,032  106,108   18,950   35,874

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     10,791)
     -33    7,887    2,289    8,185   -1,042   10,440    9,134      351    1,657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     56.4      5.5     70.7     12.8     86.7     74.7     13.3     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      14       42       12       18       18       39       65
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      136,265
COMMITMENTS
  30,243   27,164    8,673   72,756   68,242  111,672  104,078   24,593   32,187

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      5,717)
  -5,252    6,197    1,842   10,342   -4,429    6,931    3,610   -1,214    2,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     19.9      6.4     53.4     50.1     82.0     76.4     18.0     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      25       37       25       18       24       62       67
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      273,086
COMMITMENTS
  33,983  100,117   49,711  143,610   70,585  227,304  220,413   45,782   52,673

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     26,129)
   1,117   11,067    9,676   17,216    4,842   28,010   25,586   -1,881      543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     36.7     18.2     52.6     25.8     83.2     80.7     16.8     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      48       63       52       36       38      110      127
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       20,201
COMMITMENTS
  14,641    8,249        0    3,676   10,223   18,317   18,472    1,884    1,729

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        522)
     118    1,161        0      296     -143      414    1,018      108     -496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.5     40.8      0.0     18.2     50.6     90.7     91.4      9.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      12        9        0        7        9       19       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,293,087
COMMITMENTS
 1532657  386,020  4565818  6342196  7393790 12440671 12345629  852,416  947,458

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:    109,886)
 -52,015  -63,156   71,577  193,973  167,270  213,535  175,691 -103,649  -65,805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      2.9     34.3     47.7     55.6     93.6     92.9      6.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      74       74      118      141      147      284      276
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      476,553
COMMITMENTS
  25,722   95,106   29,632  310,304  297,369  365,657  422,107  110,895   54,446

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     -8,811)
    -692    4,250   -7,540   -7,448   -5,168  -15,681   -8,458    6,870     -353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     20.0      6.2     65.1     62.4     76.7     88.6     23.3     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      26       22       29       81       65      122      101
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,980,353
COMMITMENTS
 701,579  464,121   77,834  2023056  2093241  2802469  2635195  177,884  345,158

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:    -35,493)
  18,379    5,545  -14,553   -9,029  -43,484   -5,204  -52,492  -30,290   16,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5     15.6      2.6     67.9     70.2     94.0     88.4      6.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      454)
      94      109       66      170      177      300      317
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      100,925
COMMITMENTS
  12,476    8,688        0   80,169   89,320   92,645   98,008    8,280    2,917

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:       -887)
   3,835        0     -393   -5,074       74   -1,632     -319      745     -568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      8.6      0.0     79.4     88.5     91.8     97.1      8.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      13        3        0       46       32       59       35
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       32,770
COMMITMENTS
     756   12,430      696   27,089   17,429   28,541   30,555    4,229    2,215

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      2,035)
    -369    1,991       -0    2,359     -156    1,990    1,835       45      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     37.9      2.1     82.7     53.2     87.1     93.2     12.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        1       13       11       16       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      417,873
COMMITMENTS
 143,100  104,025    4,881  252,018  288,172  399,999  397,077   17,874   20,796

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     13,523)
  23,387    2,387   -1,833   -7,746   17,122   13,807   17,675     -283   -4,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.2     24.9      1.2     60.3     69.0     95.7     95.0      4.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      62       54       21       67       70      141      134
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      116,927
COMMITMENTS
  52,645   12,964    5,777   28,242   81,035   86,665   99,776   30,262   17,151

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     11,049)
   9,261   -2,590      155   -3,009   14,439    6,408   12,004    4,641     -955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.0     11.1      4.9     24.2     69.3     74.1     85.3     25.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      30       16       14       11       16       50       37
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,651
COMMITMENTS
  15,499    9,296        0   16,433   17,266   31,932   26,562    8,719   14,089

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      1,206)
     -52   -1,484        0      169    2,477      117      993    1,089      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1     22.9      0.0     40.4     42.5     78.6     65.3     21.4     34.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      16       13        0       19       17       35       30
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       49,955
COMMITMENTS
  10,179    6,011    1,032   25,240   37,255   36,451   44,298   13,504    5,657

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     -1,533)
  -5,678      181      727    3,190   -2,737   -1,761   -1,829      228      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     12.0      2.1     50.5     74.6     73.0     88.7     27.0     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      15        8        2       17       24       33       33
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       28,359
COMMITMENTS
   3,829      264       40   21,334   26,419   25,203   26,723    3,156    1,636

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        836)
     157      264        0      -57      659      100      923      736      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      0.9      0.1     75.2     93.2     88.9     94.2     11.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        1        1       14       16       22       18
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       20,561
COMMITMENTS
   3,513    1,663       98   10,610   17,175   14,221   18,936    6,340    1,625

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:       -440)
    -183     -561      -50     -212      -83     -445     -694        5      254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      8.1      0.5     51.6     83.5     69.2     92.1     30.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        4        1        9        6       16       11
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,244
COMMITMENTS
   3,170    1,264        1   10,713   12,889   13,884   14,154    1,360    1,090

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     -3,379)
    -782      412     -290   -2,181   -3,219   -3,253   -3,097     -126     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      8.3      0.0     70.3     84.6     91.1     92.8      8.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        4        1        7        3       16        7
```

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Updated February 26, 2010