```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,196
COMMITMENTS
      51      334       22    2,463    2,029    2,536    2,385      660      811

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        227)
      51      132       15       69      -80      135       67       92      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     10.5      0.7     77.1     63.5     79.4     74.6     20.6     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       14       14       16       16
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       61,004
COMMITMENTS
   6,933    2,802   13,169   31,659   34,379   51,761   50,350    9,243   10,654

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      5,808)
   1,221     -508    1,394    1,522    3,665    4,137    4,552    1,671    1,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      4.6     21.6     51.9     56.4     84.8     82.5     15.2     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      27        6       21       44       42       77       64
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      273,623
COMMITMENTS
  69,010   18,080   74,384   99,885  139,353  243,279  231,817   30,344   41,805

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     17,901)
   8,501      902    5,124    2,113   10,424   15,737   16,450    2,163    1,451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      6.6     27.2     36.5     50.9     88.9     84.7     11.1     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
     103       63      118       63       79      243      210
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      477,049
COMMITMENTS
 134,896   33,538  148,636  160,232  214,208  443,764  396,382   33,285   80,667

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     20,902)
   3,560    2,109    6,369   11,735   11,027   21,665   19,505     -763    1,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3      7.0     31.2     33.6     44.9     93.0     83.1      7.0     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      477)
     166       84      145      113      203      356      368
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,608
COMMITMENTS
   5,290    1,336      953    2,377    6,957    8,620    9,245    1,988    1,363

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -680)
     233       15     -727     -149       63     -643     -650      -37      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.9     12.6      9.0     22.4     65.6     81.3     87.2     18.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      41       11       15       18       34       68       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       57,520
COMMITMENTS
  21,058    3,759   14,206   13,398   15,024   48,662   32,989    8,858   24,532

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -2,683)
  -1,365      -68   -1,993      698      187   -2,660   -1,875      -23     -808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.6      6.5     24.7     23.3     26.1     84.6     57.4     15.4     42.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      62       33       50       57       84      151      145
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       59,095
COMMITMENTS
  10,634        0    2,618   44,461   56,417   57,713   59,035    1,382       60

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        111)
     551        0       38     -998      816     -409      854      520     -743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      0.0      4.4     75.2     95.5     97.7     99.9      2.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        0        2       10       12       17       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      128,842
COMMITMENTS
  54,472   21,738    3,497   20,462   85,259   78,431  110,495   50,411   18,347

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      2,717)
     514     -684      495      674      670    1,683      481    1,034    2,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.3     16.9      2.7     15.9     66.2     60.9     85.8     39.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      40       10       12       17       31       63       47
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       50,666
COMMITMENTS
  22,465   11,490    1,507    4,080   25,402   28,052   38,398   22,614   12,268

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      6,688)
   4,496      666       96      -86    5,536    4,506    6,298    2,182      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.3     22.7      3.0      8.1     50.1     55.4     75.8     44.6     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      18        7        7        9       19       29       31
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      151,734
COMMITMENTS
 123,543   20,426       32   20,100  129,964  143,675  150,422    8,059    1,312

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      8,948)
   8,564      692      -30      591    8,556    9,125    9,218     -177     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    81.4     13.5      0.0     13.2     85.7     94.7     99.1      5.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      74       10        1       13       23       88       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      124,413
COMMITMENTS
  46,320   27,626    7,401   37,438   64,444   91,160   99,471   33,253   24,942

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     15,655)
   9,934   -2,030    1,691    1,162   14,325   12,786   13,986    2,868    1,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2     22.2      5.9     30.1     51.8     73.3     80.0     26.7     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      31       26       20       23       32       65       67
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      128,885
COMMITMENTS
  52,960   21,860    5,583   41,178   65,054   99,721   92,497   29,165   36,388

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      1,326)
  -2,055   -1,197      550      782   -1,850     -722   -2,496    2,049    3,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.1     17.0      4.3     31.9     50.5     77.4     71.8     22.6     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      32       40       22       30       30       74       80
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      279,549
COMMITMENTS
  80,645   38,603   44,351   85,729  126,642  210,726  209,597   68,823   69,952

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     25,432)
   7,513   -9,679    8,158    7,104   24,250   22,776   22,730    2,656    2,702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8     13.8     15.9     30.7     45.3     75.4     75.0     24.6     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      53       63       64       39       51      132      138
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,450
COMMITMENTS
  20,041    9,771        0    3,486   16,667   23,527   26,438    3,923    1,012

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      1,251)
   1,534     -109        0     -258    1,488    1,276    1,379      -25     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.0     35.6      0.0     12.7     60.7     85.7     96.3     14.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      22       10        0        5       10       27       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,446,763
COMMITMENTS
 851,653  355,699  4673563  7016782  7471201 12541999 12500464  904,764  946,299

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    628,642)
  26,301   71,755  304,151  268,283  258,727  598,736  634,633   29,906   -5,991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      2.6     34.8     52.2     55.6     93.3     93.0      6.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      71       54      113      135      147      267      265
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      984,073
COMMITMENTS
  81,185   87,486   78,856  686,219  719,724  846,260  886,066  137,813   98,007

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     43,060)
    -646    2,125   23,412   20,136   20,241   42,902   45,779      158   -2,719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      8.9      8.0     69.7     73.1     86.0     90.0     14.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      567)
     119      124      106      236      232      417      400
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      394,749
COMMITMENTS
  19,246   32,398   36,984  253,142  280,487  309,372  349,869   85,377   44,880

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     21,318)
  -1,383    7,257    8,803   20,465    5,895   27,886   21,956   -6,568     -638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      8.2      9.4     64.1     71.1     78.4     88.6     21.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      22       31       34       75       66      117      111
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,946,619
COMMITMENTS
 381,205  346,947  137,852  2165386  2196185  2684442  2680985  262,177  265,635

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    108,710)
  28,607     -737   48,119   -1,649   71,731   75,077  119,113   33,633  -10,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     11.8      4.7     73.5     74.5     91.1     91.0      8.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      515)
     108      110       89      210      214      371      360
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       99,041
COMMITMENTS
  15,904    7,889      354   72,181   88,256   88,439   96,499   10,603    2,543

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      1,515)
   1,333    1,187     -468      508    1,512    1,373    2,231      142     -716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      8.0      0.4     72.9     89.1     89.3     97.4     10.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      14        6        1       44       44       58       51
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       91,724
COMMITMENTS
  27,904    7,843    4,987   48,112   72,422   81,003   85,251   10,721    6,473

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -3,394)
  -1,166      -39   -1,151   -1,586   -3,046   -3,903   -4,237      509      842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4      8.6      5.4     52.5     79.0     88.3     92.9     11.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      79       35       16       83       84      169      129
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       16,812
COMMITMENTS
   3,872      819      256    8,809   12,524   12,937   13,599    3,875    3,213

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -386)
  -1,790      436        0    1,196   -1,551     -594   -1,115      209      730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      4.9      1.5     52.4     74.5     76.9     80.9     23.1     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        1       12       10       16       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      374,560
COMMITMENTS
 138,581   53,538    5,235  196,513  299,489  340,330  358,263   34,231   16,298

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    -15,043)
  -3,920   -9,415    1,285  -13,908   -7,477  -16,544  -15,607    1,500      563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.0     14.3      1.4     52.5     80.0     90.9     95.6      9.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      79       34       13       80       81      163      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      129,328
COMMITMENTS
  71,105   11,328    3,550   18,921   98,042   93,576  112,920   35,752   16,407

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      8,526)
  11,914   -3,341      952   -8,178   10,213    4,689    7,825    3,837      702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.0      8.8      2.7     14.6     75.8     72.4     87.3     27.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      30       16       14       17       20       53       44
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,398
COMMITMENTS
   8,202   11,332       12   21,234   10,405   29,448   21,749   10,950   18,649

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -389)
    -195      571        0    1,804    1,334    1,609    1,905   -1,998   -2,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     28.1      0.0     52.6     25.8     72.9     53.8     27.1     46.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      17       10        1       23       14       40       25
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       64,245
COMMITMENTS
  13,105    7,663    1,473   34,371   23,788   48,949   32,924   15,296   31,321

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      6,532)
     124      151      936    4,590     -749    5,650      338      882    6,194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     11.9      2.3     53.5     37.0     76.2     51.2     23.8     48.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      19        7        3       20       18       41       27
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       28,493
COMMITMENTS
   4,394      740      330   20,047   24,693   24,771   25,763    3,722    2,730

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        354)
    -402      209        0      817     -153      415       56      -61      298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      2.6      1.2     70.4     86.7     86.9     90.4     13.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        3        1       19       25       26       29
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       34,150
COMMITMENTS
   8,626    3,885       84   18,159   28,237   26,869   32,206    7,281    1,944

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -4,075)
  -1,678      129        0   -1,672   -4,564   -3,350   -4,435     -725      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     11.4      0.2     53.2     82.7     78.7     94.3     21.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      16        5        1       18       20       35       25
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       14,827
COMMITMENTS
   4,114    3,314        5    8,224   10,939   12,343   14,258    2,484      569

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        234)
     327      338      -59      -24      -36      244      243      -10       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7     22.4      0.0     55.5     73.8     83.2     96.2     16.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      12        3        1        6        4       18        8
```

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Updated February 4, 2011