```
Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   141,604
Positions
     3,415     78,714      2,278      9,611      7,121        143     63,582      8,498      2,693      9,155     28,000         14     50,713     14,143
 
Changes from:       February 1, 2011                                 Total Change is:    22,116
     1,178     11,862        739       -726          0          1     17,673      2,429       -112        543      8,524        -20      2,840     -1,307
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       55.6        1.6        6.8        5.0        0.1       44.9        6.0        1.9        6.5       19.8        0.0       35.8       10.0
 
Number of Traders in Each Category                                    Total Traders:        83
         .         17          .          4          4          .         29         14          5         12          .          .
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Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    47,876
Positions
       442     21,496        131      1,831      1,114         77     22,234     10,233         12          0      5,000          0     23,149      9,813
 
Changes from:       February 1, 2011                                 Total Change is:     1,126
      -480        809        -42        429          8          0         80      1,270        -64          0          0          0      1,203       -855
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       44.9        0.3        3.8        2.3        0.2       46.4       21.4        0.0        0.0       10.4        0.0       48.4       20.5
 
Number of Traders in Each Category                                    Total Traders:        41
         .         13          .          .          .          .         15          6          .          0          .          0
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Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   111,363
Positions
     6,079     42,556      3,626      6,991     19,387      1,214     60,675      8,822        176      1,020     14,248          0     31,582     21,334
 
Changes from:       February 1, 2011                                 Total Change is:     2,776
    -2,843      3,988         -2       -574      1,159        -27      7,212     -7,084         42       -264      6,019          0       -768     -1,319
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       38.2        3.3        6.3       17.4        1.1       54.5        7.9        0.2        0.9       12.8        0.0       28.4       19.2
 
Number of Traders in Each Category                                    Total Traders:        88
         4         16          4          4         13          5         33         11          8          .          5          0
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Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   117,705
Positions
     7,775     54,561      1,455     27,348      5,728        903     47,774     16,880        559      5,796      3,733          0     26,095     33,886
 
Changes from:       February 1, 2011                                 Total Change is:     1,321
       -33        202       -207     -2,638        256        -15      4,812      1,276        167        140     -1,207          0       -905        849
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       46.4        1.2       23.2        4.9        0.8       40.6       14.3        0.5        4.9        3.2        0.0       22.2       28.8
 
Number of Traders in Each Category                                    Total Traders:       106
         6         19          6         11          5          .         30         24          8          5          6          0
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Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   203,541
Positions
    28,534     75,125      6,210     25,830     19,149      2,751     56,090     35,785      3,665     19,335     12,879        602     60,524     47,375
 
Changes from:       February 1, 2011                                 Total Change is:    -8,189
     1,194        785        863        150        251        -29     -8,535       -872      1,001         84       -589         40     -2,957     -9,639
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       36.9        3.1       12.7        9.4        1.4       27.6       17.6        1.8        9.5        6.3        0.3       29.7       23.3
 
Number of Traders in Each Category                                    Total Traders:       157
        17         22          8         15         14         12         38         32         15          9         10          4
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Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   135,334
Positions
     5,303    100,570      1,394      8,870      3,304        134     84,567     10,839         10      1,467      4,601          0     33,589     14,482
 
Changes from:       February 1, 2011                                 Total Change is:    14,343
      -209      9,946        276       -560       -146        -20     15,122      3,549        -13        520        453          0       -773        298
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       74.3        1.0        6.6        2.4        0.1       62.5        8.0        0.0        1.1        3.4        0.0       24.8       10.7
 
Number of Traders in Each Category                                    Total Traders:        77
         4         14          6          4          4          .         34         11          .          .          4          0
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Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    62,603
Positions
    14,372     34,145     15,608          0          0          0     29,983     11,912        806      1,255          0          0        579        132
 
Changes from:       February 1, 2011                                 Total Change is:     3,561
     5,309      1,482      1,094          0          0          0       -206      1,370       -472     -1,361          0          0       -803         87
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       54.5       24.9        0.0        0.0        0.0       47.9       19.0        1.3        2.0        0.0        0.0        0.9        0.2
 
Number of Traders in Each Category                                    Total Traders:        20
         7          7          9          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   151,871
Positions
     1,306    119,554         51     17,256        243          0    118,767     15,509        341      6,112     14,638          0      8,038      1,535
 
Changes from:       February 1, 2011                                 Total Change is:       137
      -367      2,072          0        190          0          0       -213     -2,502        219        329        125          0        -21        223
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       78.7        0.0       11.4        0.2        0.0       78.2       10.2        0.2        4.0        9.6        0.0        5.3        1.0
 
Number of Traders in Each Category                                    Total Traders:       119
         4         16          .         11          .          0         61         10          .         10          6          0
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Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    27,897
Positions
     3,731     15,334          9        293        155          0     19,533      7,293          0        706      4,150          0      3,625        956
 
Changes from:       February 1, 2011                                 Total Change is:       447
       -77        172        -17        293         50          0        736        298          0       -190          0          0       -298        -56
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       55.0        0.0        1.1        0.6        0.0       70.0       26.1        0.0        2.5       14.9        0.0       13.0        3.4
 
Number of Traders in Each Category                                    Total Traders:        47
         4          7          .          .          .          0         22          9          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    55,629
Positions
    22,350     26,009      1,366      3,605      2,593        698     15,410     11,153      3,472        109      2,135          0      8,622      8,204
 
Changes from:       February 1, 2011                                 Total Change is:    -4,942
       166     -6,436        -86         67        -53       -120     -5,284        194        -82          0        336          0        397      1,305
 
Percent of Open Interest Represented by Each Category of Trader
      40.2       46.8        2.5        6.5        4.7        1.3       27.7       20.0        6.2        0.2        3.8        0.0       15.5       14.7
 
Number of Traders in Each Category                                    Total Traders:       103
        20         18          .          6          6          .         30         15          9          .          .          0
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Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    10,771
Positions
     4,895      7,576        168        361          0          0      3,564        776          0          0          0          0      1,783      2,251
 
Changes from:       February 1, 2011                                 Total Change is:       155
         0          0          0        -19          0          0        163         11          0          0          0          0         11        144
 
Percent of Open Interest Represented by Each Category of Trader
      45.4       70.3        1.6        3.4        0.0        0.0       33.1        7.2        0.0        0.0        0.0        0.0       16.6       20.9
 
Number of Traders in Each Category                                    Total Traders:        20
         6          5          .          .          0          0          5          .          0          0          0          0
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Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    89,715
Positions
    34,909     36,866      2,395      6,487      5,186      1,395     29,933     26,996        702        217      4,269          0     13,677     11,906
 
Changes from:       February 1, 2011                                 Total Change is:   -10,193
       331    -12,872       -171        172       -106       -240    -11,759       -500        702          0        672          0        772      2,322
 
Percent of Open Interest Represented by Each Category of Trader
      38.9       41.1        2.7        7.2        5.8        1.6       33.4       30.1        0.8        0.2        4.8        0.0       15.2       13.3
 
Number of Traders in Each Category                                    Total Traders:        99
        18         17          .          5          6          .         30         19          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   878,168
Positions
    57,603    283,112     64,928    427,792    122,613     56,155     85,680    187,038     35,214     22,262     31,035      8,423    120,110     89,649
 
Changes from:       February 1, 2011                                 Total Change is:    23,083
     5,812    -12,106     10,934      4,808     -7,259        378     -1,671     18,456      6,496      1,609     -1,948      3,022     -8,306      5,110
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       32.2        7.4       48.7       14.0        6.4        9.8       21.3        4.0        2.5        3.5        1.0       13.7       10.2
 
Number of Traders in Each Category                                    Total Traders:       551
        35         53         26        121         57         61         94        134         69         29         27         10
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Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   322,993
Positions
    34,530    160,339     12,510    153,516     35,051      6,176     20,696     52,745      3,684     10,387     10,022      3,535     77,959     38,931
 
Changes from:       February 1, 2011                                 Total Change is:     9,464
     6,173     -1,623        734       -171       -589        214        710      9,506        -22      2,355     -1,472        789     -1,318      1,927
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       49.6        3.9       47.5       10.9        1.9        6.4       16.3        1.1        3.2        3.1        1.1       24.1       12.1
 
Number of Traders in Each Category                                    Total Traders:       137
        10         19          8         33         13         11         18         31         10          6          7          .
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Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,775,873
Positions
   241,303    739,799    136,156  1,385,743    452,172    235,534    442,048    788,594     40,523     82,128    127,820      1,683    210,755    253,592
 
Changes from:       February 1, 2011                                 Total Change is:    68,094
    35,076    -15,537     14,122     24,597    -33,647      1,120     32,650     89,305    -11,964      7,881      9,228       -447    -34,941     15,914
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       26.7        4.9       49.9       16.3        8.5       15.9       28.4        1.5        3.0        4.6        0.1        7.6        9.1
 
Number of Traders in Each Category                                    Total Traders:       510
        38         48         16        100         52         55         92        129         52         26         25          5
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Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    98,659
Positions
    19,065     35,788      1,117     51,165     34,011      5,446      9,951     19,205         52      1,426          0          0     10,437      3,040
 
Changes from:       February 1, 2011                                 Total Change is:      -381
        57      1,977        -34      1,876       -461        209     -2,026     -2,268       -302          4          0          0       -165        498
 
Percent of Open Interest Represented by Each Category of Trader
      19.3       36.3        1.1       51.9       34.5        5.5       10.1       19.5        0.1        1.4        0.0        0.0       10.6        3.1
 
Number of Traders in Each Category                                    Total Traders:        89
         4         11          .         34         13         12         11         14          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    86,607
Positions
     9,677     47,410      5,752     25,623      7,214      2,523     23,970      9,900      5,973      2,165      1,052        350     10,574      6,433
 
Changes from:       February 1, 2011                                 Total Change is:    -2,696
       972     -1,760     -1,077      3,738     -1,107       -182     -7,058        509        237        344        106        -27        359        606
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       54.7        6.6       29.6        8.3        2.9       27.7       11.4        6.9        2.5        1.2        0.4       12.2        7.4
 
Number of Traders in Each Category                                    Total Traders:       252
        23         32          7         40         15         14         78         40         16         12         12          .
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Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    16,491
Positions
     4,710     11,308      1,157      2,310          0          0      4,431        536        200          0        244        256      3,427      2,790
 
Changes from:       February 1, 2011                                 Total Change is:       448
       524        431          0         -4          0          0          0          0          0          0          0          0        -72         17
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       68.6        7.0       14.0        0.0        0.0       26.9        3.3        1.2        0.0        1.5        1.6       20.8       16.9
 
Number of Traders in Each Category                                    Total Traders:        22
         5          8          4          .          0          0          .          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   350,582
Positions
    35,770    191,445     12,039    116,566     36,071     12,614    122,096     71,219      4,466     11,015      4,230        281     35,735     18,217
 
Changes from:       February 1, 2011                                 Total Change is:   -15,718
    -2,556    -15,749       -590     18,708     -5,533       -911    -34,900      2,933        795      1,582        394          0      2,154      2,943
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       54.6        3.4       33.2       10.3        3.6       34.8       20.3        1.3        3.1        1.2        0.1       10.2        5.2
 
Number of Traders in Each Category                                    Total Traders:       250
        24         30          5         39         15         14         77         41         11         13         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   331,442
Positions
   106,797     41,057     17,785    112,060    115,510     20,588     46,760    105,422      4,840      2,286      9,592        163     20,163     16,485
 
Changes from:       February 1, 2011                                 Total Change is:    -4,081
     2,867     -1,233     -1,033     -1,716     -1,345        674     -4,032     -1,148       -843        385        885       -702        319        664
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       12.4        5.4       33.8       34.9        6.2       14.1       31.8        1.5        0.7        2.9        0.0        6.1        5.0
 
Number of Traders in Each Category                                    Total Traders:       249
        14         25          .         51         42         21         40         59         15          7         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    45,395
Positions
    12,561      4,395        130     15,601        350         12      2,568     16,033          0      3,111      1,660          0     11,412     22,815
 
Changes from:       February 1, 2011                                 Total Change is:     4,997
     2,203         -8       -110      2,622          0       -110     -1,191      1,079          0      1,121        -20          0        462      4,166
 
Percent of Open Interest Represented by Each Category of Trader
      27.7        9.7        0.3       34.4        0.8        0.0        5.7       35.3        0.0        6.9        3.7        0.0       25.1       50.3
 
Number of Traders in Each Category                                    Total Traders:        62
        16          5          .         10          .          .          8         16          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    61,543
Positions
    21,495     15,923      2,248     11,587      6,026        655      9,725      3,909      1,449      1,909      4,536          0     12,475     26,797
 
Changes from:       February 1, 2011                                 Total Change is:    -2,702
    -1,266      1,781        859          9       -553          0      1,144       -477        -24       -603        236          0     -2,821     -4,524
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       25.9        3.7       18.8        9.8        1.1       15.8        6.4        2.4        3.1        7.4        0.0       20.3       43.5
 
Number of Traders in Each Category                                    Total Traders:        61
        18         10          4          7          .          .          9          8          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    29,428
Positions
         0      5,853        275     16,892      9,939      3,971      3,540      6,865          0      1,003          0          0      3,747      2,525
 
Changes from:       February 1, 2011                                 Total Change is:       935
         0      1,460         72      1,080     -1,490       -141       -101      1,239          0          0          0          0         25       -205
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       19.9        0.9       57.4       33.8       13.5       12.0       23.3        0.0        3.4        0.0        0.0       12.7        8.6
 
Number of Traders in Each Category                                    Total Traders:        47
         0          4          .         19         12          8          4          7          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    34,593
Positions
     6,124     14,320         80     12,771      6,353        907      5,997     10,004         38      2,134          0          0      6,542      2,891
 
Changes from:       February 1, 2011                                 Total Change is:       443
     1,277       -183          0        106       -395        -65        -55        139          0        -81          0          0       -739        947
 
Percent of Open Interest Represented by Each Category of Trader
      17.7       41.4        0.2       36.9       18.4        2.6       17.3       28.9        0.1        6.2        0.0        0.0       18.9        8.4
 
Number of Traders in Each Category                                    Total Traders:        50
         4          5          .         11         10          6         10          6          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   585,970
Positions
    14,416     70,722      8,944    302,109    157,497     52,688     38,888    103,234      7,260     31,970     30,056         40    129,655    155,529
 
Changes from:       February 1, 2011                                 Total Change is:    25,447
      -891     -8,723      2,979      2,018      8,536     -1,540      9,736      5,018      1,357      6,689      6,667         40      5,059     11,113
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       12.1        1.5       51.6       26.9        9.0        6.6       17.6        1.2        5.5        5.1        0.0       22.1       26.5
 
Number of Traders in Each Category                                    Total Traders:       156
         9         16          6         42         24         34         19         35         18          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   312,873
Positions
         0    114,238      1,218    229,781      7,824     15,568          0    124,321         26          0      1,558          0     66,280     48,120
 
Changes from:       February 1, 2011                                 Total Change is:     7,379
         0     -5,457        647      4,362      6,086         70          0      7,996         26          0       -261          0      2,274     -1,728
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       36.5        0.4       73.4        2.5        5.0        0.0       39.7        0.0        0.0        0.5        0.0       21.2       15.4
 
Number of Traders in Each Category                                    Total Traders:        59
         0         12          .         28          .         13          0         15          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   865,626
Positions
   103,721    103,789     11,828    306,348    310,457     97,140    198,629    109,104     12,332     40,370     78,253      3,152     92,106    139,571
 
Changes from:       February 1, 2011                                 Total Change is:    69,513
    51,481    -28,089      4,286       -751     54,253      3,989     14,910     27,695     -1,302     10,130      1,470     -2,494    -10,736      9,705
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       12.0        1.4       35.4       35.9       11.2       22.9       12.6        1.4        4.7        9.0        0.4       10.6       16.1
 
Number of Traders in Each Category                                    Total Traders:       212
        16         26         11         35         46         34         25         36         18          8         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,506,903
Positions
   167,156    143,574     41,432    510,598    469,688    206,629    212,534    211,090     41,592     49,720     33,901     11,922    265,320    347,075
 
Changes from:       February 1, 2011                                 Total Change is:   141,367
    48,892    -12,820      9,680        -66     81,945      5,644     73,452      9,044     17,106     -1,681      5,947     -4,599     -7,061     29,420
 
Percent of Open Interest Represented by Each Category of Trader
      11.1        9.5        2.7       33.9       31.2       13.7       14.1       14.0        2.8        3.3        2.2        0.8       17.6       23.0
 
Number of Traders in Each Category                                    Total Traders:       261
        32         29         20         33         57         46         44         49         35          6         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,290,327
Positions
   167,142    132,267     28,866    232,828    488,882    141,096    481,397    105,615     15,672     68,622     84,413      1,441    153,263    292,075
 
Changes from:       February 1, 2011                                 Total Change is:   170,017
    77,128      5,570     18,055      1,539     33,198     -7,247    141,724     45,179      2,796    -21,406     29,955        753    -43,325     41,758
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       10.3        2.2       18.0       37.9       10.9       37.3        8.2        1.2        5.3        6.5        0.1       11.9       22.6
 
Number of Traders in Each Category                                    Total Traders:       193
        20         16         11         23         43         39         37         30         17         10         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   570,809
Positions
   119,047    201,627    232,994      9,155      1,400      3,642     99,953     22,796     54,599     18,399     10,121      4,452     28,568     39,178
 
Changes from:       February 1, 2011                                 Total Change is:    26,392
     6,544     20,945      2,799      5,567        286       -569     10,989      5,679      1,899     -1,025        173     -2,163      2,351     -2,657
 
Percent of Open Interest Represented by Each Category of Trader
      20.9       35.3       40.8        1.6        0.2        0.6       17.5        4.0        9.6        3.2        1.8        0.8        5.0        6.9
 
Number of Traders in Each Category                                    Total Traders:       111
        26         27         41          4          .          .         26         11         30          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,684,020
Positions
 1,678,585  2,756,866  1,748,794  2,019,825    529,012    225,043    675,827    725,928  1,316,789     56,948    282,905    181,458    780,751    917,225
 
Changes from:       February 1, 2011                                 Total Change is:   342,023
    22,026   -137,545    140,027    232,931     73,777     11,818   -168,931     75,664    150,644     -7,166    -42,536     32,618    -71,944     37,556
 
Percent of Open Interest Represented by Each Category of Trader
      19.3       31.7       20.1       23.3        6.1        2.6        7.8        8.4       15.2        0.7        3.3        2.1        9.0       10.6
 
Number of Traders in Each Category                                    Total Traders:       273
        33         58         83         11         13         15         52         62         88          8         18         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    15,702
Positions
     7,170      7,345        987      1,345      1,149         91      1,227      5,453          0      4,800        452          0         82        225
 
Changes from:       February 1, 2011                                 Total Change is:       298
       468        329          0          7        183          0       -165       -184        -20          0        -20          0          8         10
 
Percent of Open Interest Represented by Each Category of Trader
      45.7       46.8        6.3        8.6        7.3        0.6        7.8       34.7        0.0       30.6        2.9        0.0        0.5        1.4
 
Number of Traders in Each Category                                    Total Traders:        30
         4          4          .          .          6          .          .          9          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    53,898
Positions
    38,762     22,824     11,156      1,981      1,690        143      1,584     12,446          0         31      5,512          0        241        127
 
Changes from:       February 1, 2011                                 Total Change is:    -1,717
    -3,056     -2,918      2,215          9       -165        -14       -779       -783          0         -4          0          0        -88        -52
 
Percent of Open Interest Represented by Each Category of Trader
      71.9       42.3       20.7        3.7        3.1        0.3        2.9       23.1        0.0        0.1       10.2        0.0        0.4        0.2
 
Number of Traders in Each Category                                    Total Traders:        31
         4          5          .          .          4          .          .          8          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    44,039
Positions
    10,658      2,567        105        425        294        830     22,384     34,160        829      3,176        984          1      5,631      4,269
 
Changes from:       February 1, 2011                                 Total Change is:     1,567
      -281     -2,697          3         74       -201        115      1,594      4,621        116        419        -12          1       -474       -379
 
Percent of Open Interest Represented by Each Category of Trader
      24.2        5.8        0.2        1.0        0.7        1.9       50.8       77.6        1.9        7.2        2.2        0.0       12.8        9.7
 
Number of Traders in Each Category                                    Total Traders:       108
         6          7          .          4          .          .         27         35          6         20          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   179,950
Positions
    66,769     48,665     28,823      5,918      1,963      3,885     12,293     35,390     35,306      1,492      6,839      7,393     18,071     11,686
 
Changes from:       February 1, 2011                                 Total Change is:    12,541
      -922      1,551      4,286      4,030        881        -60      5,870      4,297       -359       -686      2,547      1,322       -940     -1,924
 
Percent of Open Interest Represented by Each Category of Trader
      37.1       27.0       16.0        3.3        1.1        2.2        6.8       19.7       19.6        0.8        3.8        4.1       10.0        6.5
 
Number of Traders in Each Category                                    Total Traders:       112
        12         12         17          7          6          4         23         29         35          6          7         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     5,464
Positions
       985      3,515          0      2,674          0          0        782      1,764         37        891        148          0         95          0
 
Changes from:       February 1, 2011                                 Total Change is:        86
        10         84          0         70          0          0        -18         22          0          0          0          0         24        -20
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       64.3        0.0       48.9        0.0        0.0       14.3       32.3        0.7       16.3        2.7        0.0        1.7        0.0
 
Number of Traders in Each Category                                    Total Traders:        21
         .          4          0          4          0          0          4          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,177
Positions
       414     13,702          0      9,634          0          0      2,142        522        119          0          0          0      2,868        834
 
Changes from:       February 1, 2011                                 Total Change is:       350
       -35         43        -18        -77          0        -13        -10        -46        119          0          0          0        384        265
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       90.3        0.0       63.5        0.0        0.0       14.1        3.4        0.8        0.0        0.0        0.0       18.9        5.5
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          9          0          0          7          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated February 11, 2011