```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,815
COMMITMENTS
     220      373        8    1,877    1,607    2,105    1,988      710      827

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:       -381)
     169       39      -14     -586     -422     -431     -397       51       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     13.2      0.3     66.7     57.1     74.8     70.6     25.2     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       12       12       15       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       56,930
COMMITMENTS
   7,469    2,503   12,537   27,916   31,712   47,922   46,752    9,008   10,178

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -4,073)
     536     -299     -632   -3,743   -2,667   -3,838   -3,598     -235     -476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      4.4     22.0     49.0     55.7     84.2     82.1     15.8     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      26        8       20       41       42       75       63
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      280,055
COMMITMENTS
  72,276   19,022   75,643  101,531  145,229  249,450  239,895   30,605   40,160

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      6,432)
   3,266      943    1,259    1,646    5,876    6,171    8,077      262   -1,645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      6.8     27.0     36.3     51.9     89.1     85.7     10.9     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
     112       73      121       64       78      251      213
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      426,776
COMMITMENTS
 124,811   28,926  113,426  156,413  206,017  394,650  348,369   32,126   78,407

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:    -50,273)
 -10,085   -4,612  -35,210   -3,819   -8,191  -49,114  -48,013   -1,159   -2,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2      6.8     26.6     36.6     48.3     92.5     81.6      7.5     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      470)
     164       72      132      118      210      347      361
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,443
COMMITMENTS
   5,122    1,357      785    2,564    6,845    8,472    8,988    1,971    1,455

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:       -165)
    -168       22     -168      188     -111     -148     -257      -17       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.1     13.0      7.5     24.6     65.6     81.1     86.1     18.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      41       11       16       17       33       65       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       55,403
COMMITMENTS
  19,864    3,250   12,521   15,021   14,961   47,407   30,732    7,996   24,671

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -2,117)
  -1,194     -509   -1,685    1,624      -63   -1,255   -2,256     -862      139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.9      5.9     22.6     27.1     27.0     85.6     55.5     14.4     44.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      58       29       44       59       87      143      142
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       62,644
COMMITMENTS
  13,496        0    3,786   44,784   58,727   62,065   62,512      579      132

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      3,549)
   2,861        0    1,168      323    2,310    4,352    3,477     -803       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      0.0      6.0     71.5     93.7     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        0        2       11       12       18       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      148,716
COMMITMENTS
  72,679   33,008    2,870   20,005   96,729   95,554  132,607   53,162   16,110

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     19,874)
  18,207   11,269     -627     -457   11,470   17,123   22,112    2,751   -2,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.9     22.2      1.9     13.5     65.0     64.3     89.2     35.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      41       11       11       16       30       62       47
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       50,004
COMMITMENTS
  22,913   14,216      545    2,455   24,448   25,913   39,208   24,091   10,795

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:       -662)
     448    2,726     -962   -1,625     -955   -2,139      810    1,477   -1,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.8     28.4      1.1      4.9     48.9     51.8     78.4     48.2     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      15        7        2        8       17       24       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      151,871
COMMITMENTS
 122,615   18,803      251   20,967  131,282  143,833  150,336    8,038    1,535

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        137)
    -928   -1,623      219      867    1,318      158      -86      -21      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.7     12.4      0.2     13.8     86.4     94.7     99.0      5.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      76       11        1       12       22       89       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      120,545
COMMITMENTS
  48,956   25,235    5,150   34,095   67,697   88,201   98,083   32,344   22,462

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -3,869)
   2,636   -2,390   -2,251   -3,344    3,253   -2,959   -1,388     -909   -2,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.6     20.9      4.3     28.3     56.2     73.2     81.4     26.8     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      30       26       16       23       30       62       63
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      127,241
COMMITMENTS
  56,975   20,587    4,400   37,842   66,004   99,217   90,991   28,024   36,251

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -1,644)
   4,015   -1,273   -1,183   -3,335      950     -503   -1,506   -1,141     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.8     16.2      3.5     29.7     51.9     78.0     71.5     22.0     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      36       35       17       32       31       77       74
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      246,319
COMMITMENTS
  72,653   33,662   33,757   75,396  124,105  181,806  191,524   64,513   54,795

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:    -33,229)
  -7,992   -4,941  -10,594  -10,333   -2,537  -28,919  -18,072   -4,310  -15,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5     13.7     13.7     30.6     50.4     73.8     77.8     26.2     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      55       51       52       41       52      126      125
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,897
COMMITMENTS
  20,804    9,947        0    3,468   16,994   24,272   26,941    3,625      956

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        447)
     763      176        0      -18      327      745      503     -298      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.6     35.7      0.0     12.4     60.9     87.0     96.6     13.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      23        9        0        6       10       29       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,277,387
COMMITMENTS
 725,292  445,600  5085668  7612268  7735246 13423229 13266514  854,157  1010872

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:    830,624)
-126,360   89,901  412,105  595,486  264,045  881,230  766,050  -50,606   64,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      3.1     35.6     53.3     54.2     94.0     92.9      6.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      76       57      121      137      151      277      278
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,033,874
COMMITMENTS
  74,250  100,848   96,260  732,181  732,234  902,691  929,341  131,183  104,533

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     49,802)
  -6,935   13,362   17,404   45,962   12,509   56,431   43,275   -6,629    6,526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      9.8      9.3     70.8     70.8     87.3     89.9     12.7     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      589)
     112      141      107      249      232      426      416
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      422,370
COMMITMENTS
  21,869   40,778   45,607  269,710  288,581  337,187  374,967   85,183   47,403

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     27,621)
   2,624    8,380    8,624   16,568    8,094   27,815   25,098     -194    2,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      9.7     10.8     63.9     68.3     79.8     88.8     20.2     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      23       34       38       79       69      126      117
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,057,522
COMMITMENTS
 381,659  420,104  133,505  2312356  2218263  2827520  2771872  230,001  285,650

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:    110,902)
     455   73,157   -4,347  146,971   22,078  143,078   90,887  -32,176   20,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     13.7      4.4     75.6     72.6     92.5     90.7      7.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      532)
     103      123       85      220      213      372      372
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       98,662
COMMITMENTS
  14,447    7,320       37   73,739   88,264   88,223   95,621   10,439    3,041

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:       -380)
  -1,457     -569     -317    1,558        8     -216     -878     -164      498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      7.4      0.0     74.7     89.5     89.4     96.9     10.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      12        6        1       45       42       57       49
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       89,520
COMMITMENTS
  21,352    8,909    5,075   52,234   68,549   78,661   82,532   10,859    6,988

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -2,204)
  -6,552    1,066       88    4,122   -3,873   -2,342   -2,719      138      515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9     10.0      5.7     58.3     76.6     87.9     92.2     12.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      82       39       19       88       79      178      129
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       17,371
COMMITMENTS
   3,943    1,064      261    9,575   12,955   13,779   14,281    3,591    3,090

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        558)
      71      245        5      766      431      843      682     -284     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7      6.1      1.5     55.1     74.6     79.3     82.2     20.7     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        4        2       12       11       17       15
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      360,747
COMMITMENTS
 104,912   57,088    6,200  213,294  277,969  324,406  341,258   36,341   19,489

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:    -13,814)
 -33,669    3,550      965   16,781  -21,520  -15,924  -17,005    2,110    3,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1     15.8      1.7     59.1     77.1     89.9     94.6     10.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      81       39       16       86       76      174      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      141,929
COMMITMENTS
  85,641   13,509    3,134   17,991  109,022  106,766  125,664   35,163   16,265

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     12,602)
  14,536    2,180     -416     -930   10,980   13,190   12,744     -588     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.3      9.5      2.2     12.7     76.8     75.2     88.5     24.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      37       15       10       16       23       57       44
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       45,395
COMMITMENTS
   8,348   12,650       12   25,623    9,918   33,983   22,580   11,412   22,815

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      4,997)
     146    1,318        0    4,389     -487    4,535      831      462    4,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     27.9      0.0     56.4     21.8     74.9     49.7     25.1     50.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      15       13        1       23       12       38       26
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       61,543
COMMITMENTS
  13,534    7,960    1,449   34,085   25,337   49,068   34,746   12,475   26,797

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -2,702)
     429      297      -24     -286    1,549      119    1,822   -2,821   -4,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     12.9      2.4     55.4     41.2     79.7     56.5     20.3     43.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      17        8        4       21       20       41       30
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       29,428
COMMITMENTS
   4,259    1,798      310   21,112   24,795   25,681   26,903    3,747    2,525

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        935)
    -135    1,058      -20    1,065      102      910    1,140       25     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      6.1      1.1     71.7     84.3     87.3     91.4     12.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        4        1       21       24       27       29
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       34,593
COMMITMENTS
   9,204    2,965       84   18,763   28,653   28,051   31,702    6,542    2,891

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        443)
     578     -920        0      604      416    1,182     -504     -739      947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6      8.6      0.2     54.2     82.8     81.1     91.6     18.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      16        5        1       17       19       34       24
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,177
COMMITMENTS
   4,106    3,214      119    8,084   11,010   12,309   14,343    2,868      834

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        350)
      -8     -100      114     -140       71      -34       85      384      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1     21.2      0.8     53.3     72.5     81.1     94.5     18.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      12        3        2        5        3       17        8
```

----

Updated February 11, 2011