```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,136
COMMITMENTS
     228      485        4    2,141    1,830    2,373    2,319      763      816

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        144)
       0        9        1      201      148      202      158      -58      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     15.5      0.1     68.3     58.4     75.7     74.0     24.3     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       14       13       17       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       61,272
COMMITMENTS
   7,629    2,942   13,140   31,740   35,243   52,509   51,325    8,763    9,947

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      1,036)
    -462      462     -572    2,121    1,195    1,086    1,085      -50      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      4.8     21.4     51.8     57.5     85.7     83.8     14.3     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      27       11       23       41       44       77       70
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      272,807
COMMITMENTS
  74,212   18,179   70,320   98,739  143,817  243,270  232,316   29,536   40,490

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -4,403)
  -5,238   -1,845      582      668   -1,157   -3,988   -2,420     -415   -1,983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2      6.7     25.8     36.2     52.7     89.2     85.2     10.8     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
     115       55      115       63       77      244      205
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      442,408
COMMITMENTS
 128,728   25,632  125,526  155,746  209,927  410,000  361,084   32,408   81,323

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      9,581)
    -311   -3,679    8,944     -748    2,095    7,885    7,359    1,696    2,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1      5.8     28.4     35.2     47.5     92.7     81.6      7.3     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      474)
     164       78      138      112      205      346      366
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,588
COMMITMENTS
   4,748    1,288    1,091    2,744    6,831    8,584    9,210    2,004    1,378

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:       -271)
    -446      -11       10      105     -280     -332     -280       61        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.8     12.2     10.3     25.9     64.5     81.1     87.0     18.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      39       10       15       19       35       65       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       56,910
COMMITMENTS
  20,297    2,397   13,235   15,359   15,014   48,890   30,645    8,020   26,265

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      1,827)
     213     -244    1,016      454      166    1,682      937      145      890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7      4.2     23.3     27.0     26.4     85.9     53.8     14.1     46.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      60       31       52       57       86      147      151
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       65,480
COMMITMENTS
  15,853        0    3,783   45,297   61,598   64,932   65,381      548      100

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        754)
   1,358        0       -2      133      719    1,489      717     -735       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      0.0      5.8     69.2     94.1     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        0        2       11       12       19       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      147,837
COMMITMENTS
  72,225    4,371    2,592   20,496  121,554   95,314  128,516   52,523   19,320

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:       -183)
  -4,335     -469       85      329     -348   -3,920     -732    3,737      548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.9      3.0      1.8     13.9     82.2     64.5     86.9     35.5     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      43       10       11       17       29       65       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       47,875
COMMITMENTS
  18,668    5,467    1,515    7,953   26,593   28,136   33,574   19,739   14,300

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      3,374)
     937   -1,236      923      289    1,288    2,150      976    1,225    2,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.0     11.4      3.2     16.6     55.5     58.8     70.1     41.2     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      15        6        6        9       20       25       31
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      149,855
COMMITMENTS
 118,448    4,172      749   22,418  142,477  141,615  147,398    8,240    2,457

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        -19)
   1,556   -3,624       56   -2,439    3,007     -827     -561      808      542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    79.0      2.8      0.5     15.0     95.1     94.5     98.4      5.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      74       11        3       15       22       91       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      135,110
COMMITMENTS
  52,066   16,638    7,091   42,374   88,262  101,530  111,991   33,579   23,119

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -7,880)
 -16,530     -765    1,785    9,257   -9,429   -5,487   -8,408   -2,394      528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5     12.3      5.2     31.4     65.3     75.1     82.9     24.9     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      32       25       19       25       31       66       66
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      137,102
COMMITMENTS
  23,595   52,027    6,995   82,640   41,161  113,229  100,183   23,872   36,919

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      7,005)
  -1,408    8,102      194    7,759      222    6,545    8,518      460   -1,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     37.9      5.1     60.3     30.0     82.6     73.1     17.4     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      20       55       19       35       25       70       84
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      258,437
COMMITMENTS
  75,880   26,294   39,296   80,642  135,352  195,818  200,941   62,620   57,496

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     17,805)
  13,844    1,655    1,895    1,817   11,256   17,556   14,806      249    2,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4     10.2     15.2     31.2     52.4     75.8     77.8     24.2     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      52       59       59       48       54      136      136
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,830
COMMITMENTS
  15,975    7,874      142    8,466   18,270   24,583   26,286    3,247    1,544

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:         95)
  -2,043     -334      142    1,896     -119       -5     -311      100      406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.4     28.3      0.5     30.4     65.6     88.3     94.5     11.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      15       11        1       12       11       27       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,406,625
COMMITMENTS
 833,705  389,812  4970332  7704520  7917766 13508557 13277910  898,069  1128716

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:    197,277)
 102,863  -51,903  109,039   -8,569  107,191  203,334  164,328   -6,056   32,950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      2.7     34.5     53.5     55.0     93.8     92.2      6.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      80       54      112      136      149      271      268
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,045,865
COMMITMENTS
  82,377  103,635   95,213  732,174  735,636  909,765  934,484  136,100  111,381

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:    -14,673)
   8,553    2,916   -8,521  -18,463  -14,175  -18,432  -19,780    3,758    5,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      9.9      9.1     70.0     70.3     87.0     89.4     13.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      593)
     128      125      103      247      242      426      420
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      420,290
COMMITMENTS
  16,861   46,387   37,651  273,981  287,118  328,494  371,157   91,796   49,134

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:    -11,624)
    -670    3,320  -11,112   -4,442   -6,355  -16,224  -14,146    4,600    2,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     11.0      9.0     65.2     68.3     78.2     88.3     21.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      22       26       29       75       63      112      103
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,127,872
COMMITMENTS
 491,019  449,677  124,370  2290964  2242588  2906353  2816635  221,519  311,237

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:    -15,246)
  72,914   24,780  -13,847  -70,105  -39,101  -11,038  -28,168   -4,209   12,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     14.4      4.0     73.2     71.7     92.9     90.0      7.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      542)
     117      114       84      220      224      379      380
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      100,835
COMMITMENTS
  14,154    6,744        4   76,026   90,793   90,184   97,541   10,651    3,294

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        244)
    -949     -101        4      -14      160     -959       63    1,203      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      6.7      0.0     75.4     90.0     89.4     96.7     10.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      14        5        1       45       42       60       47
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       97,847
COMMITMENTS
  26,130    9,065    4,887   58,342   77,128   89,358   91,079    8,489    6,768

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      5,255)
   4,395    1,743       17    2,845    3,468    7,257    5,228   -2,002       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7      9.3      5.0     59.6     78.8     91.3     93.1      8.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      77       40       22       87       81      171      136
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       21,339
COMMITMENTS
   3,805    2,534      304   13,342   15,007   17,451   17,845    3,888    3,494

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      2,024)
     550    1,307     -258    1,482      520    1,775    1,569      250      455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     11.9      1.4     62.5     70.3     81.8     83.6     18.2     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        3        1       13       13       17       16
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      382,543
COMMITMENTS
 128,171   49,202    6,368  224,998  310,602  359,537  366,172   23,006   16,371

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     16,153)
  20,711    3,668     -113    6,814   14,739   27,412   18,294  -11,259   -2,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5     12.9      1.7     58.8     81.2     94.0     95.7      6.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      75       40       20       83       79      164      133
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      132,596
COMMITMENTS
  72,623    6,931    3,839   20,507  104,028   96,968  114,797   35,628   17,799

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      3,288)
   1,876    1,072      569      631     -349    3,076    1,292      212    1,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.8      5.2      2.9     15.5     78.5     73.1     86.6     26.9     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      31       16       13       19       23       56       46
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       47,884
COMMITMENTS
   9,312   15,534      192   26,734   10,482   36,238   26,208   11,646   21,676

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:       -408)
     395      223      180     -429    1,167      146    1,570     -554   -1,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     32.4      0.4     55.8     21.9     75.7     54.7     24.3     45.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      18       13        2       23       15       41       30
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       62,659
COMMITMENTS
  16,132    2,749    1,605   35,213   34,207   52,950   38,561    9,709   24,098

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -1,762)
     377   -2,024      270       35    2,281      682      527   -2,444   -2,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7      4.4      2.6     56.2     54.6     84.5     61.5     15.5     38.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      19        4        4       20       21       41       27
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       31,274
COMMITMENTS
   4,318    2,746      300   22,743   25,694   27,361   28,740    3,913    2,534

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        972)
    -304      838      -10      958      -72      644      756      328      216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      8.8      1.0     72.7     82.2     87.5     91.9     12.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        5        1       21       23       26       29
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       35,145
COMMITMENTS
   9,422    2,573       84   19,715   29,916   29,221   32,573    5,924    2,572

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      1,425)
     949      914        0    1,114      399    2,063    1,313     -638      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8      7.3      0.2     56.1     85.1     83.1     92.7     16.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      16        6        1       19       23       36       29
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       14,283
COMMITMENTS
   3,828    3,107        0    7,967   10,893   11,795   14,000    2,488      283

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -1,032)
    -388      -38     -134      -24     -184     -546     -356     -486     -676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8     21.8      0.0     55.8     76.3     82.6     98.0     17.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        4        0        6        3       15        7
```

----

Updated February 25, 2011