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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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   148,020
Positions
     4,387     77,894      4,316      9,511      7,025        143     67,514      7,182      4,333      8,685     28,010        344     48,786     18,772
 
Changes from:       February 8, 2011                                 Total Change is:      -696
       990     -1,194       -525       -100        -96          0      4,090     -1,164       -414       -388          6         28     -4,376      2,662
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       52.6        2.9        6.4        4.7        0.1       45.6        4.9        2.9        5.9       18.9        0.2       33.0       12.7
 
Number of Traders in Each Category                                    Total Traders:        89
         .         18          7          4          4          .         33         14         11         11          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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    44,500
Positions
     4,562     16,777      1,491        930      1,128         77     18,645      7,844        282          0      5,000          0     18,514     11,902
 
Changes from:       February 8, 2011                                 Total Change is:    -5,503
     4,120     -4,871        638       -901         14          0     -3,795     -2,403         12          0          0          0     -5,577      1,106
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       37.7        3.4        2.1        2.5        0.2       41.9       17.6        0.6        0.0       11.2        0.0       41.6       26.7
 
Number of Traders in Each Category                                    Total Traders:        37
         4         11          6          .          .          .         12          6          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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   142,990
Positions
     4,330     46,471      9,609      6,820     19,565      1,212     80,416     13,626      2,991      1,022     26,308        618     35,973     22,591
 
Changes from:       February 8, 2011                                 Total Change is:    22,445
    -1,992      4,988        653       -171        178         -2     20,010      3,297        542          2     12,885       -225      3,629        129
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       32.5        6.7        4.8       13.7        0.8       56.2        9.5        2.1        0.7       18.4        0.4       25.2       15.8
 
Number of Traders in Each Category                                    Total Traders:        95
         4         17         11          4         13          5         31         17         15          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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   130,097
Positions
    17,805     25,337      6,867     26,476      7,580        901     23,848     41,082      5,726     25,042      4,153         20     23,413     38,432
 
Changes from:       February 8, 2011                                 Total Change is:     2,856
     9,728    -27,957      1,266       -872      1,722         -2    -23,980     23,582      2,066     19,248        -16         13     -4,611      2,182
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       19.5        5.3       20.4        5.8        0.7       18.3       31.6        4.4       19.2        3.2        0.0       18.0       29.5
 
Number of Traders in Each Category                                    Total Traders:       121
        13         12         11         11          8          4         24         41         21          .          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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   240,633
Positions
    27,065     69,574     19,309     27,893     18,724      2,511     48,251     31,286     23,715     18,126      9,625     11,392     62,371     54,497
 
Changes from:       February 8, 2011                                 Total Change is:    -5,687
      -813     -6,216        248      2,063       -449       -240     -7,800     -2,352      2,069       -762       -140      1,691     -2,142       -298
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       28.9        8.0       11.6        7.8        1.0       20.1       13.0        9.9        7.5        4.0        4.7       25.9       22.6
 
Number of Traders in Each Category                                    Total Traders:       180
        19         22         18         16         14         10         44         39         37         13         13         19
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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   129,308
Positions
     6,609     92,040      4,212      8,582      3,796        134     69,156      6,222      2,785      2,131      4,032        284     35,415     15,802
 
Changes from:       February 8, 2011                                 Total Change is:   -12,621
     1,305     -8,044        227       -288        167          0    -15,306     -4,576        458        664       -457         66        252       -462
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       71.2        3.3        6.6        2.9        0.1       53.5        4.8        2.2        1.6        3.1        0.2       27.4       12.2
 
Number of Traders in Each Category                                    Total Traders:        77
         6         13         10          4          5          .         31         11         11          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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    64,726
Positions
    13,911     36,123     16,753          0          0          0     31,119     11,382        405      1,255          0          0      1,283         63
 
Changes from:       February 8, 2011                                 Total Change is:     2,082
      -461      1,978      1,104          0          0          0      1,136       -530       -401          0          0          0        704        -69
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       55.8       25.9        0.0        0.0        0.0       48.1       17.6        0.6        1.9        0.0        0.0        2.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        21
         6          8         10          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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   149,874
Positions
     1,330    110,216         51     17,069        421          0    117,504     14,776      1,255      5,233     21,240          0      7,432      1,915
 
Changes from:       February 8, 2011                                 Total Change is:    -1,997
        24     -9,338          0       -187        178          0     -1,263       -733        914       -879      6,602          0       -606        380
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       73.5        0.0       11.4        0.3        0.0       78.4        9.9        0.8        3.5       14.2        0.0        5.0        1.3
 
Number of Traders in Each Category                                    Total Traders:       121
         5         14          .          8          .          0         64         13          .          9          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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    27,735
Positions
     5,431     12,730        235        156        207          0     17,529      9,051          0      1,237      4,374          0      3,147      1,138
 
Changes from:       February 8, 2011                                 Total Change is:      -162
     1,700     -2,604        226       -137         52          0     -2,004      1,758          0        531        224          0       -478        182
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       45.9        0.8        0.6        0.7        0.0       63.2       32.6        0.0        4.5       15.8        0.0       11.3        4.1
 
Number of Traders in Each Category                                    Total Traders:        50
         4          7          .          .          .          0         22         10          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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    60,443
Positions
    21,892     30,356      1,920      4,184      2,397        307     15,862      8,188      5,865        595      2,367        572      9,246      8,471
 
Changes from:       February 8, 2011                                 Total Change is:     2,698
      -499      4,280        522        580       -197       -391        578     -2,830        867        487        313         -5        560        138
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       50.2        3.2        6.9        4.0        0.5       26.2       13.5        9.7        1.0        3.9        0.9       15.3       14.0
 
Number of Traders in Each Category                                    Total Traders:       104
        19         19          7          7          5          .         29         13         13          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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    11,558
Positions
     5,278      8,371        168        348          0          0      3,830        550          0          0        263          0      1,934      2,206
 
Changes from:       February 8, 2011                                 Total Change is:       766
       383        795          0        -13          0          0        266       -226          0          0        263          0        130        -66
 
Percent of Open Interest Represented by Each Category of Trader
      45.7       72.4        1.5        3.0        0.0        0.0       33.1        4.8        0.0        0.0        2.3        0.0       16.7       19.1
 
Number of Traders in Each Category                                    Total Traders:        22
         7          6          .          .          0          0          5          .          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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    97,769
Positions
    34,072     44,814      2,660      7,672      4,793        614     32,224     23,436      3,570      1,191      4,208      1,143     14,623     12,531
 
Changes from:       February 8, 2011                                 Total Change is:     3,863
      -920      7,815        199      1,185       -393       -781      2,541     -3,289       -184        974        100        -11        860        407
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       45.8        2.7        7.8        4.9        0.6       33.0       24.0        3.7        1.2        4.3        1.2       15.0       12.8
 
Number of Traders in Each Category                                    Total Traders:        99
        18         17          6          6          5          .         30         16          7          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 1,060,538
Positions
    59,722    271,890     83,087    427,894    118,169     61,323     78,406    188,684    167,014     23,773     37,119     26,978    132,342    106,274
 
Changes from:       February 8, 2011                                 Total Change is:    26,664
     1,667     -8,657      8,090        969     -1,519        813     -4,759      6,933     16,883      1,739      2,277        102      1,158      1,741
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       25.6        7.8       40.3       11.1        5.8        7.4       17.8       15.7        2.2        3.5        2.5       12.5       10.0
 
Number of Traders in Each Category                                    Total Traders:       593
        36         54         42        121         53         68         96        155        120         40         37         31
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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   431,914
Positions
    39,179    156,928     20,345    153,736     32,620      9,770     22,222     60,881     74,393      7,086     12,379     17,987     87,196     46,611
 
Changes from:       February 8, 2011                                 Total Change is:     9,544
     2,077     -2,717      2,443      1,088       -569        418     -2,660      3,000      6,654     -3,290        306        801      2,013       -792
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       36.3        4.7       35.6        7.6        2.3        5.1       14.1       17.2        1.6        2.9        4.2       20.2       10.8
 
Number of Traders in Each Category                                    Total Traders:       156
        10         19         13         34         13         14         24         36         50          7         13         12
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 3,143,119
Positions
   257,692    729,785    158,729  1,388,031    444,987    240,521    446,364    804,462    297,662    100,516    140,781     27,877    225,728    298,315
 
Changes from:       February 8, 2011                                 Total Change is:    85,597
    17,183    -10,470      9,000      2,213     -1,940       -832     17,482     47,642     23,173     19,470      4,178      2,181     -4,274     12,666
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       23.2        5.1       44.2       14.2        7.7       14.2       25.6        9.5        3.2        4.5        0.9        7.2        9.5
 
Number of Traders in Each Category                                    Total Traders:       535
        39         49         34         99         49         59         97        139        103         35         28         22
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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   100,591
Positions
    19,458     36,407      1,070     52,634     34,965      5,579     10,903     19,456          1      1,498          0          0      9,448      3,113
 
Changes from:       February 8, 2011                                 Total Change is:     1,929
       393        619        -47      1,469        954        133        952        249        -52         72          0          0       -991         72
 
Percent of Open Interest Represented by Each Category of Trader
      19.3       36.2        1.1       52.3       34.8        5.5       10.8       19.3        0.0        1.5        0.0        0.0        9.4        3.1
 
Number of Traders in Each Category                                    Total Traders:        95
         5         11          .         35         14         12         12         16          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    92,592
Positions
     9,033     46,063      8,970     25,910      7,482      2,537     23,231      9,736      8,617      2,951      1,594        852     10,491      6,741
 
Changes from:       February 8, 2011                                 Total Change is:     3,072
      -652     -1,390      3,083        287        268         14       -976       -599      1,312         75        333        298       -368       -247
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       49.7        9.7       28.0        8.1        2.7       25.1       10.5        9.3        3.2        1.7        0.9       11.3        7.3
 
Number of Traders in Each Category                                    Total Traders:       244
        21         31         10         41         16         13         71         37         25         14         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    19,314
Positions
     6,203     11,800      1,459      2,308          0          0      4,187      1,765        206        757        490        556      3,638      3,038
 
Changes from:       February 8, 2011                                 Total Change is:     1,944
     1,493        492        302         -2          0          0       -244        888          1         47         13        300         47        -52
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       61.1        7.6       11.9        0.0        0.0       21.7        9.1        1.1        3.9        2.5        2.9       18.8       15.7
 
Number of Traders in Each Category                                    Total Traders:        25
         5          8          5          .          0          0          .          4          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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   366,390
Positions
    33,413    190,577     18,294    118,010     37,412     12,683    124,979     69,617     12,297     10,969      5,519      1,478     34,265     18,512
 
Changes from:       February 8, 2011                                 Total Change is:     5,643
    -2,403     -1,088      5,581      1,444      1,341         69        -10     -3,779      2,906       -170      1,289        301     -2,075       -977
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       52.0        5.0       32.2       10.2        3.5       34.1       19.0        3.4        3.0        1.5        0.4        9.4        5.1
 
Number of Traders in Each Category                                    Total Traders:       242
        22         29          7         40         16         13         71         37         20         14         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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   347,007
Positions
   114,708     37,545     16,481    117,293    113,925     20,339     48,997    124,229      5,497      2,226     11,493         23     21,444     17,475
 
Changes from:       February 8, 2011                                 Total Change is:    13,870
     7,911     -3,465     -1,351      5,233     -1,585       -249      1,745     18,493       -259       -121      1,897       -159      1,119        547
 
Percent of Open Interest Represented by Each Category of Trader
      33.1       10.8        4.7       33.8       32.8        5.9       14.1       35.8        1.6        0.6        3.3        0.0        6.2        5.0
 
Number of Traders in Each Category                                    Total Traders:       254
        15         23          .         51         42         22         45         61         21          5         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    48,292
Positions
    13,573      4,530        142     16,564        350         12      2,901     17,888          0      2,900      1,716          0     12,200     23,654
 
Changes from:       February 8, 2011                                 Total Change is:     2,897
     1,012        135         12        963          0          0        333      1,855          0       -211         56          0        788        839
 
Percent of Open Interest Represented by Each Category of Trader
      28.1        9.4        0.3       34.3        0.7        0.0        6.0       37.0        0.0        6.0        3.6        0.0       25.3       49.0
 
Number of Traders in Each Category                                    Total Traders:        61
        16          5          .         12          .          .          7         15          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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    64,421
Positions
    19,269     18,201      2,786     12,257      6,003        655     13,859      4,380      1,338      2,104      4,671          0     12,153     26,387
 
Changes from:       February 8, 2011                                 Total Change is:     2,878
    -2,226      2,278        538        670        -23          0      4,134        471       -111        195        135          0       -322       -410
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       28.3        4.3       19.0        9.3        1.0       21.5        6.8        2.1        3.3        7.3        0.0       18.9       41.0
 
Number of Traders in Each Category                                    Total Traders:        60
        13         12          4          6          .          .         12          7          4          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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    30,302
Positions
         0      6,687        275     17,664      9,668      4,260      3,515      7,094          0      1,003          0          0      3,585      2,318
 
Changes from:       February 8, 2011                                 Total Change is:       874
         0        834          0        772       -271        289        -25        229          0          0          0          0       -162       -207
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       22.1        0.9       58.3       31.9       14.1       11.6       23.4        0.0        3.3        0.0        0.0       11.8        7.6
 
Number of Traders in Each Category                                    Total Traders:        48
         0          4          .         20         11          8          4          8          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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    33,720
Positions
     6,663     14,973         80     12,949      6,863        788      4,844      8,526         30      1,804          0          0      6,562      2,460
 
Changes from:       February 8, 2011                                 Total Change is:      -873
       539        653          0        178        510       -119     -1,153     -1,478         -8       -330          0          0         20       -431
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       44.4        0.2       38.4       20.4        2.3       14.4       25.3        0.1        5.3        0.0        0.0       19.5        7.3
 
Number of Traders in Each Category                                    Total Traders:        47
         4          6          .         11         11          6          7          4          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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   670,069
Positions
    14,102     84,610     32,163    326,126    146,503     50,161     27,046     98,597     45,784     28,188     31,580      5,218    141,281    175,453
 
Changes from:       February 8, 2011                                 Total Change is:    -1,911
     2,388     16,046     -3,734     27,547    -10,950     -8,436     -6,144        473     -3,908     -4,025      2,389      1,014     -6,613      5,195
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       12.6        4.8       48.7       21.9        7.5        4.0       14.7        6.8        4.2        4.7        0.8       21.1       26.2
 
Number of Traders in Each Category                                    Total Traders:       162
         6         20         20         46         26         43         16         36         33          5          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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   326,702
Positions
     1,572    114,850      9,826    230,600      6,324     15,928          0    126,556      1,854          0      1,547          0     66,922     49,817
 
Changes from:       February 8, 2011                                 Total Change is:    11,512
     1,572      2,306      6,914        819     -1,500        360          0      2,205      1,703          0        -11          0        143       -465
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       35.2        3.0       70.6        1.9        4.9        0.0       38.7        0.6        0.0        0.5        0.0       20.5       15.2
 
Number of Traders in Each Category                                    Total Traders:        61
         .         11          5         29          .         14          0         16          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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   963,532
Positions
    75,883     96,679     24,792    312,276    344,378     93,619    249,917    107,086     42,322     66,065     96,239      7,090     91,567    151,327
 
Changes from:       February 8, 2011                                 Total Change is:    60,728
   -30,432    -13,059      6,434      5,986     31,277     -5,457     48,545      2,986     13,955     25,889     18,874      1,530     -5,721      4,189
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       10.0        2.6       32.4       35.7        9.7       25.9       11.1        4.4        6.9       10.0        0.7        9.5       15.7
 
Number of Traders in Each Category                                    Total Traders:       230
        15         34         18         34         47         36         31         39         30          8         22          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 2,087,559
Positions
   148,549    148,387    288,753    582,060    471,083    220,769    177,871    254,743    270,290     70,847     22,962     55,503    272,918    355,070
 
Changes from:       February 8, 2011                                 Total Change is:   -48,015
    13,228     14,720    -18,151     38,401     -7,726    -18,761    -28,617     55,804    -19,248     33,512     -4,417    -27,338    -21,041    -22,899
 
Percent of Open Interest Represented by Each Category of Trader
       7.1        7.1       13.8       27.9       22.6       10.6        8.5       12.2       12.9        3.4        1.1        2.7       13.1       17.0
 
Number of Traders in Each Category                                    Total Traders:       283
        35         34         56         38         55         59         49         53         71         11          8         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 1,540,233
Positions
   154,406    130,846    103,314    231,960    506,168    167,781    500,662    107,091    117,519     61,653     67,690     21,341    181,598    318,483
 
Changes from:       February 8, 2011                                 Total Change is:    67,567
     8,760     -4,466     17,594     -3,839     27,771     14,674     23,590      9,425     11,102    -14,534    -11,319        713      9,507      2,074
 
Percent of Open Interest Represented by Each Category of Trader
      10.0        8.5        6.7       15.1       32.9       10.9       32.5        7.0        7.6        4.0        4.4        1.4       11.8       20.7
 
Number of Traders in Each Category                                    Total Traders:       200
        19         19         30         24         45         42         35         36         34          9         13          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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   816,212
Positions
   134,902    200,184    273,058     13,722      1,400      3,973     84,360     28,911    228,911     17,216     12,604     21,019     39,050     46,152
 
Changes from:       February 8, 2011                                 Total Change is:    48,132
    13,009      4,279     10,581        660          0         17     -6,006      4,052     21,158       -687      2,121      1,443      7,957      4,481
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       24.5       33.5        1.7        0.2        0.5       10.3        3.5       28.0        2.1        1.5        2.6        4.8        5.7
 
Number of Traders in Each Category                                    Total Traders:       121
        28         28         45          6          .          4         26         18         36          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is14,209,348
Positions
 1,562,950  2,892,124  3,134,703  2,214,034    589,102    333,343    696,520    448,415  4,632,114     57,202    409,425    674,356    904,125  1,095,766
 
Changes from:       February 8, 2011                                 Total Change is:   -68,039
   -25,996     85,258     11,359    170,483     35,905    -69,813      5,168     -3,261   -103,238      2,693       -480   -108,662     49,968     84,894
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       20.4       22.1       15.6        4.1        2.3        4.9        3.2       32.6        0.4        2.9        4.7        6.4        7.7
 
Number of Traders in Each Category                                    Total Traders:       294
        34         61         92         10         16         22         78         54        110         12         20         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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    14,430
Positions
     6,880      7,160        987      1,373        997        133        195      4,309          0      4,800        625          0         62        219
 
Changes from:       February 8, 2011                                 Total Change is:    -1,272
      -290       -185          0         28       -152         42     -1,032     -1,144          0          0        173          0        -20         -6
 
Percent of Open Interest Represented by Each Category of Trader
      47.7       49.6        6.8        9.5        6.9        0.9        1.4       29.9        0.0       33.3        4.3        0.0        0.4        1.5
 
Number of Traders in Each Category                                    Total Traders:        30
         4          4          .          .          5          .          .          9          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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    49,316
Positions
    32,347     20,842     14,288      1,975      2,062        122        191      6,292         16          0      5,512          0        377        182
 
Changes from:       February 8, 2011                                 Total Change is:    -4,582
    -6,415     -1,982      3,132         -6        372        -21     -1,393     -6,154         16        -31          0          0        136         55
 
Percent of Open Interest Represented by Each Category of Trader
      65.6       42.3       29.0        4.0        4.2        0.2        0.4       12.8        0.0        0.0       11.2        0.0        0.8        0.4
 
Number of Traders in Each Category                                    Total Traders:        28
         .          6          .          .          5          .          .          7          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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    40,409
Positions
    10,595      2,603        432        441        289        775     17,743     29,778      1,925      2,795      1,063         19      5,684      3,525
 
Changes from:       February 8, 2011                                 Total Change is:    -3,976
       -85         36        303         16         -5        -55     -4,621     -4,382        841       -391         74         18         -3       -806
 
Percent of Open Interest Represented by Each Category of Trader
      26.2        6.4        1.1        1.1        0.7        1.9       43.9       73.7        4.8        6.9        2.6        0.0       14.1        8.7
 
Number of Traders in Each Category                                    Total Traders:       100
         5          5          .          4          .          .         26         31          9         16         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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   178,597
Positions
    60,903     45,738     35,750      6,479      1,862      3,652     12,269     33,498     31,424      2,315      8,342      6,141     19,664     12,190
 
Changes from:       February 8, 2011                                 Total Change is:    -1,367
    -5,866     -2,927      6,927        561       -101       -233        -11     -1,892     -3,895        823      1,503     -1,252      1,579        504
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       25.6       20.0        3.6        1.0        2.0        6.9       18.8       17.6        1.3        4.7        3.4       11.0        6.8
 
Number of Traders in Each Category                                    Total Traders:       113
        14         11         20          9          4          4         25         28         34          7          7         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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     5,613
Positions
       985      3,571          0      2,694          0          0        894      1,857         37        931        148          0         72          0
 
Changes from:       February 8, 2011                                 Total Change is:       149
         0         56          0         20          0          0        112         93          0         40          0          0        -23          0
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       63.6        0.0       48.0        0.0        0.0       15.9       33.1        0.7       16.6        2.6        0.0        1.3        0.0
 
Number of Traders in Each Category                                    Total Traders:        23
         .          4          0          4          0          0          5          4          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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    15,315
Positions
       408     13,696          0      9,742          0          0      2,057        526        134          0          0          0      2,974        959
 
Changes from:       February 8, 2011                                 Total Change is:       138
        -6         -6          0        108          0          0        -85          4         15          0          0          0        106        125
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       89.4        0.0       63.6        0.0        0.0       13.4        3.4        0.9        0.0        0.0        0.0       19.4        6.3
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          9          0          0          6          .          .          0          0          0
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```

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Updated February 18, 2011