```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,991
COMMITMENTS
     228      476        3    1,940    1,682    2,171    2,161      820      830

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:        176)
       8      103       -5       63       75       66      173      110        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     15.9      0.1     64.9     56.2     72.6     72.3     27.4     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       12       12       15       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       60,235
COMMITMENTS
   8,092    2,481   13,712   29,619   34,048   51,423   50,240    8,813    9,995

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      3,305)
     623      -22    1,175    1,703    2,335    3,500    3,488     -195     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      4.1     22.8     49.2     56.5     85.4     83.4     14.6     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      32       10       26       41       44       82       72
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      277,210
COMMITMENTS
  79,450   20,024   69,737   98,071  144,974  247,258  234,736   29,952   42,474

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     -2,845)
   7,174    1,002   -5,906   -3,460     -255   -2,192   -5,159     -654    2,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7      7.2     25.2     35.4     52.3     89.2     84.7     10.8     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
     115       60      120       64       75      251      206
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      432,827
COMMITMENTS
 129,039   29,311  116,582  156,494  207,832  402,115  353,725   30,712   79,102

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      6,051)
   4,228      386    3,156       81    1,815    7,465    5,356   -1,414      694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8      6.8     26.9     36.2     48.0     92.9     81.7      7.1     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      463)
     150       85      129      116      207      337      359
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,858
COMMITMENTS
   5,195    1,299    1,081    2,639    7,110    8,916    9,490    1,943    1,368

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:        416)
      72      -59      296       75      265      444      503      -28      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.8     12.0     10.0     24.3     65.5     82.1     87.4     17.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      42       11       16       19       35       70       57
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       55,083
COMMITMENTS
  20,084    2,641   12,219   14,905   14,848   47,208   29,708    7,875   25,375

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:       -320)
     220     -609     -302     -116     -113     -199   -1,024     -121      704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.5      4.8     22.2     27.1     27.0     85.7     53.9     14.3     46.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      53       34       50       56       84      143      144
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       64,726
COMMITMENTS
  14,495        0    3,785   45,164   60,879   63,443   64,663    1,283       63

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      2,082)
     999        0       -1      380    2,152    1,378    2,151      704      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      0.0      5.8     69.8     94.1     98.0     99.9      2.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        0        2       11       12       19       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      148,020
COMMITMENTS
  76,560    4,840    2,507   20,167  121,901   99,234  129,248   48,786   18,772

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:       -696)
   3,881  -28,168     -363      162   25,172    3,680   -3,359   -4,376    2,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.7      3.3      1.7     13.6     82.4     67.0     87.3     33.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      44       11       10       17       30       66       46
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       44,500
COMMITMENTS
  17,731    6,702      591    7,664   25,305   25,986   32,599   18,514   11,902

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     -5,503)
  -5,182   -7,514       47    5,209      857       73   -6,610   -5,577    1,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.8     15.1      1.3     17.2     56.9     58.4     73.3     41.6     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10        6        2       10       19       21       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      149,874
COMMITMENTS
 116,892    7,796      693   24,857  139,470  142,442  147,959    7,432    1,915

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     -1,997)
  -5,723  -11,007      442    3,890    8,188   -1,391   -2,377     -606      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.0      5.2      0.5     16.6     93.1     95.0     98.7      5.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      74       14        2       14       21       90       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      142,990
COMMITMENTS
  68,595   17,403    5,306   33,116   97,690  107,017  120,399   35,973   22,591

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     22,445)
  19,640   -7,833      155     -978   29,993   18,817   22,316    3,629      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.0     12.2      3.7     23.2     68.3     74.8     84.2     25.2     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      31       25       17       21       34       63       65
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      130,097
COMMITMENTS
  25,003   43,925    6,801   74,880   40,939  106,684   91,665   23,413   38,432

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      2,856)
 -31,972   23,338    2,401   37,038  -25,065    7,467      674   -4,611    2,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     33.8      5.2     57.6     31.5     82.0     70.5     18.0     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      25       49       20       36       28       75       83
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      240,633
COMMITMENTS
  62,036   24,639   37,401   78,825  124,096  178,262  186,135   62,371   54,497

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     -5,687)
 -10,617   -9,023    3,643    3,429       -9   -3,544   -5,389   -2,142     -298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8     10.2     15.5     32.8     51.6     74.1     77.4     25.9     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      53       51       58       48       54      133      131
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,735
COMMITMENTS
  18,018    8,208        0    6,570   18,389   24,588   26,597    3,147    1,138

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:       -162)
  -2,786   -1,739        0    3,102    1,395      316     -344     -478      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.0     29.6      0.0     23.7     66.3     88.7     95.9     11.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      22       11        0        8       10       30       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,209,348
COMMITMENTS
 730,842  441,715  4861292  7713089  7810575 13305223 13113582  904,125  1095766

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:    -68,039)
   5,550   -3,885 -224,376  100,820   75,329 -118,006 -152,932   49,968   84,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      3.1     34.2     54.3     55.0     93.6     92.3      6.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      80       51      113      139      153      273      271
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,060,538
COMMITMENTS
  73,824  100,718  103,735  750,638  749,811  928,196  954,264  132,342  106,274

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     26,664)
    -426     -129    7,475   18,456   17,577   25,505   24,922    1,158    1,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      9.5      9.8     70.8     70.7     87.5     90.0     12.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      593)
     120      137      114      248      234      438      416
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      431,914
COMMITMENTS
  17,531   43,067   48,763  278,424  293,473  344,718  385,303   87,196   46,611

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      9,544)
  -4,338    2,288    3,156    8,714    4,892    7,531   10,336    2,013     -792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     10.0     11.3     64.5     67.9     79.8     89.2     20.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      23       34       39       80       69      127      118
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,143,119
COMMITMENTS
 418,104  424,897  138,217  2361070  2281689  2917391  2844803  225,728  298,315

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     85,597)
  36,445    4,794    4,712   48,714   63,426   89,871   72,931   -4,274   12,666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     13.5      4.4     75.1     72.6     92.8     90.5      7.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      535)
     112      118       91      218      214      383      370
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      100,591
COMMITMENTS
  15,103    6,845        0   76,040   90,633   91,143   97,478    9,448    3,113

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      1,929)
     656     -475      -37    2,301    2,369    2,920    1,857     -991       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      6.8      0.0     75.6     90.1     90.6     96.9      9.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      13        6        0       47       44       60       50
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       92,592
COMMITMENTS
  21,735    7,322    4,870   55,497   73,660   82,101   85,852   10,491    6,741

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      3,072)
     383   -1,586     -205    3,263    5,111    3,441    3,319     -368     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      7.9      5.3     59.9     79.6     88.7     92.7     11.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      76       34       18       86       81      166      129
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       19,314
COMMITMENTS
   3,254    1,227      562   11,860   14,487   15,676   16,276    3,638    3,038

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      1,944)
    -689      163      301    2,285    1,532    1,897    1,995       47      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      6.4      2.9     61.4     75.0     81.2     84.3     18.8     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        4        2       12       12       17       16
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      366,390
COMMITMENTS
 107,460   45,534    6,481  218,184  295,863  332,124  347,877   34,265   18,512

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      5,643)
   2,548  -11,554      280    4,890   17,894    7,718    6,620   -2,075     -977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3     12.4      1.8     59.5     80.8     90.6     94.9      9.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      75       34       15       83       78      161      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      129,308
COMMITMENTS
  70,746    5,859    3,270   19,876  104,376   93,892  113,505   35,415   15,802

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:    -12,621)
 -14,895   -7,650      136    1,885   -4,645  -12,874  -12,159      252     -462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.7      4.5      2.5     15.4     80.7     72.6     87.8     27.4     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      33       12       12       20       24       57       44
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       48,292
COMMITMENTS
   8,917   15,311       12   27,163    9,315   36,092   24,638   12,200   23,654

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      2,897)
     569    2,661        0    1,540     -603    2,109    2,058      788      839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     31.7      0.0     56.2     19.3     74.7     51.0     25.3     49.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      15       13        1       23       12       38       26
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       64,421
COMMITMENTS
  15,755    4,773    1,335   35,178   31,926   52,268   38,034   12,153   26,387

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      2,878)
   2,221   -3,187     -114    1,093    6,589    3,200    3,288     -322     -410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5      7.4      2.1     54.6     49.6     81.1     59.0     18.9     41.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      17        7        3       21       21       41       29
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       30,302
COMMITMENTS
   4,622    1,908      310   21,785   25,766   26,717   27,984    3,585    2,318

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:        874)
     363      110        0      673      971    1,036    1,081     -162     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      6.3      1.0     71.9     85.0     88.2     92.4     11.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       7        5        1       20       24       27       30
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       33,720
COMMITMENTS
   8,473    1,659       84   18,601   29,517   27,158   31,260    6,562    2,460

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:       -873)
    -731   -1,306        0     -162      864     -893     -442       20     -431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      4.9      0.2     55.2     87.5     80.5     92.7     19.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      13        3        1       17       21       31       24
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,315
COMMITMENTS
   4,216    3,145      134    7,991   11,077   12,341   14,356    2,974      959

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:        138)
     110      -69       15      -93       67       32       13      106      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5     20.5      0.9     52.2     72.3     80.6     93.7     19.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        3        1        5        3       16        7
```

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Updated February 18, 2011