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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,923
COMMITMENTS
     478      203        9    3,753    4,120    4,240    4,332      683      591

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        482)
     163       54      -15      315      389      463      428       19       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      4.1      0.2     76.2     83.7     86.1     88.0     13.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        2       14       11       19       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       34,643
COMMITMENTS
   6,305    8,370    1,191   22,348   19,357   29,844   28,918    4,799    5,725

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,557)
     121      667       38    1,308      735    1,467    1,440       90      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     24.2      3.4     64.5     55.9     86.1     83.5     13.9     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      11       22       11       24       24       42       50
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      248,543
COMMITMENTS
  78,279   60,052   40,585  102,832  113,616  221,696  214,253   26,847   34,290

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     -1,396)
    -280     -815    2,752   -2,138   -3,554      334   -1,617   -1,730      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     24.2     16.3     41.4     45.7     89.2     86.2     10.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      89       81       96       47       70      198      207
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      339,209
COMMITMENTS
 123,790   68,943   42,383  144,362  164,943  310,535  276,269   28,674   62,940

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      3,592)
   8,271      458   -3,947      126    6,020    4,450    2,531     -858    1,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     20.3     12.5     42.6     48.6     91.5     81.4      8.5     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
     130       97      115       84      162      282      321
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,079
COMMITMENTS
   3,781    4,989    1,608    2,727    1,963    8,116    8,560    1,963    1,519

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        436)
    -178      193      399      110       61      331      653      105     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5     49.5     16.0     27.1     19.5     80.5     84.9     19.5     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      30       26       20       17       17       60       59
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       44,705
COMMITMENTS
  21,110    6,915    7,754    8,700   10,245   37,564   24,914    7,141   19,791

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,401)
     579     -185    1,009      -44      549    1,544    1,373     -143       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.2     15.5     17.3     19.5     22.9     84.0     55.7     16.0     44.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      64       39       43       31       61      124      125
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      122,493
COMMITMENTS
  10,151      534    3,193  108,918  118,579  122,262  122,306      231      187

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,379)
   1,126      118        0      283    1,284    1,409    1,402      -30      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      0.4      2.6     88.9     96.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        1       15       15       19       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      119,270
COMMITMENTS
  30,140   49,549    1,703   54,905   48,260   86,748   99,512   32,522   19,758

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      2,106)
     368      868      252       -7      228      613    1,348    1,493      758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     41.5      1.4     46.0     40.5     72.7     83.4     27.3     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      28       16        6       22       22       52       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       40,836
COMMITMENTS
   6,477   17,699      591   23,108    8,173   30,176   26,463   10,660   14,373

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,522)
   1,305       13      429   -1,637    2,898       97    3,340    1,425   -1,818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     43.3      1.4     56.6     20.0     73.9     64.8     26.1     35.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9       13        4       10       15       20       31
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      150,567
COMMITMENTS
  44,190   22,709        1  101,524  123,612  145,715  146,322    4,852    4,245

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      8,053)
   7,678   -6,385        1     -529   15,100    7,150    8,716      903     -663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     15.1      0.0     67.4     82.1     96.8     97.2      3.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      38       27        1       18       23       56       51
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      190,849
COMMITMENTS
  23,698   49,912      598  151,492  111,212  175,788  161,722   15,061   29,127

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        809)
   7,595    2,448      107   -7,289      494      413    3,049      396   -2,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     26.2      0.3     79.4     58.3     92.1     84.7      7.9     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      21       35        6       22       28       45       67
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      172,967
COMMITMENTS
  81,054   24,385       14   65,159  118,220  146,227  142,619   26,740   30,348

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     20,906)
  14,860    2,558      -30      385   17,782   15,215   20,310    5,691      596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     14.1      0.0     37.7     68.3     84.5     82.5     15.5     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      22       33        4       16       31       42       64
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      305,328
COMMITMENTS
  31,906  189,452    2,355  239,127   55,202  273,388  247,009   31,940   58,319

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:    -10,022)
     607  -13,194      408   -9,308    4,383   -8,293   -8,403   -1,729   -1,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     62.0      0.8     78.3     18.1     89.5     80.9     10.5     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      25       78       14       46       50       82      131
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       31,627
COMMITMENTS
  25,330   10,533      380    1,796   19,087   27,506   30,000    4,121    1,627

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      6,058)
   5,098    3,233       14       81    2,822    5,193    6,069      865      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.1     33.3      1.2      5.7     60.4     87.0     94.9     13.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      20       14        2        3       12       25       26
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,056,074
COMMITMENTS
 771,162  631,273  1530989  4886758  4991104  7188909  7153366  867,165  902,708

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:    191,993)
  43,518  -48,866  112,001   63,372  168,180  218,891  231,315  -26,898  -39,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      7.8     19.0     60.7     62.0     89.2     88.8     10.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      55       38       73      130      131      224      213
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      799,299
COMMITMENTS
  76,615  109,187   22,303  572,547  570,406  671,465  701,895  127,835   97,404

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      4,305)
  11,787    3,662   -6,151   -1,323   11,491    4,313    9,001       -8   -4,696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     13.7      2.8     71.6     71.4     84.0     87.8     16.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      522)
      96       99       51      224      224      346      349
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      253,264
COMMITMENTS
  10,528   22,020    1,246  163,386  192,069  175,160  215,335   78,104   37,929

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     -5,017)
  -7,380    2,768       10   -7,426    6,763  -14,796    9,541    9,779  -14,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      8.7      0.5     64.5     75.8     69.2     85.0     30.8     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      10       11        4       53       54       65       67
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,730,177
COMMITMENTS
 379,103  484,499   56,618  2045803  1891683  2481524  2432800  248,653  297,377

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     46,611)
  64,845  -26,521      183   30,517   23,638   95,545   -2,700  -48,934   49,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     17.7      2.1     74.9     69.3     90.9     89.1      9.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      501)
      97       94       46      203      207      320      328
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      109,600
COMMITMENTS
   9,985    5,078        0   88,524  100,185   98,509  105,263   11,091    4,337

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        460)
     614     -525     -321      252    1,435      545      589      -85     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      4.6      0.0     80.8     91.4     89.9     96.0     10.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      14        6        0       53       36       67       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       91,933
COMMITMENTS
  25,453    3,938    1,070   56,757   82,774   83,280   87,783    8,652    4,150

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        815)
   2,745       46   -2,900    3,995    6,213    3,839    3,358   -3,025   -2,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7      4.3      1.2     61.7     90.0     90.6     95.5      9.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      73       30       10       74       83      152      119
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       15,494
COMMITMENTS
     789      979        0   11,604   13,801   12,393   14,780    3,101      714

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:       -522)
  -2,971      123        0    2,031    2,705     -940    2,828      418   -3,350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      6.3      0.0     74.9     89.1     80.0     95.4     20.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       11       12       13       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      382,193
COMMITMENTS
 127,264   18,742    1,405  225,767  344,867  354,436  365,014   27,757   17,179

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      6,684)
  13,723  -15,241      353    9,821   17,540   23,897    2,652  -17,213    4,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3      4.9      0.4     59.1     90.2     92.7     95.5      7.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      73       31        9       67       81      144      117
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      150,115
COMMITMENTS
  97,471   19,427    2,919   21,327  109,504  121,717  131,850   28,398   18,265

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     10,391)
   6,528   -2,030      223    3,435   11,140   10,186    9,333      205    1,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.9     12.9      1.9     14.2     72.9     81.1     87.8     18.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      36       20        5       16       28       56       49
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       21,835
COMMITMENTS
   3,499    6,472        0   12,514    4,984   16,013   11,456    5,822   10,379

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     -1,072)
      -9      108        0   -1,344     -951   -1,353     -843      281     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     29.6      0.0     57.3     22.8     73.3     52.5     26.7     47.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        7        0       18        5       24       12
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       42,431
COMMITMENTS
   7,300    2,214    4,954   24,402   14,687   36,656   21,855    5,775   20,576

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     -1,176)
  -2,570      443    1,741      990    2,316      161    4,500   -1,337   -5,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      5.2     11.7     57.5     34.6     86.4     51.5     13.6     48.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      12        7        4       22       22       36       31
```

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Updated February 3, 2012