```
Traders in Financial Futures- Futures Only Positions as of February 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   119,488
Positions
     2,237     66,852      1,539     10,337      7,121        142     45,909      6,069      2,805      8,612     19,476         34     47,873     15,450
 
Changes from:       January 25, 2011                                 Total Change is:     1,589
      -100     -1,188         13        -92        163         10       -758       -206        578        752        476          2      1,184      1,741
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       55.9        1.3        8.7        6.0        0.1       38.4        5.1        2.3        7.2       16.3        0.0       40.1       12.9
 
Number of Traders in Each Category                                    Total Traders:        82
         .         17          .          4          4          .         30         11          6         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    46,750
Positions
       922     20,687        173      1,402      1,106         77     22,154      8,963         76          0      5,000          0     21,946     10,668
 
Changes from:       January 25, 2011                                 Total Change is:     6,280
      -157      3,606        -80        -92        -10          0      4,404      2,549         55          0          0          0      2,150        160
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       44.3        0.4        3.0        2.4        0.2       47.4       19.2        0.2        0.0       10.7        0.0       46.9       22.8
 
Number of Traders in Each Category                                    Total Traders:        45
         .         14          .          .          .          .         17          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   108,587
Positions
     8,922     38,568      3,628      7,565     18,228      1,241     53,463     15,906        134      1,284      8,229          0     32,350     22,653
 
Changes from:       January 25, 2011                                 Total Change is:    11,939
    -1,804     14,160       -121         64       -285         16     10,097     -2,486        -49        847          0          0      2,889        704
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       35.5        3.3        7.0       16.8        1.1       49.2       14.6        0.1        1.2        7.6        0.0       29.8       20.9
 
Number of Traders in Each Category                                    Total Traders:        88
         4         15          .          4         12          5         30         15          9          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   116,384
Positions
     7,808     54,359      1,662     29,986      5,472        918     42,962     15,604        392      5,656      4,940          0     27,000     33,037
 
Changes from:       January 25, 2011                                 Total Change is:      -277
       586       -261        352     -1,551         66          4     -1,904     -3,029       -239        756       -121          0      1,719      2,951
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       46.7        1.4       25.8        4.7        0.8       36.9       13.4        0.3        4.9        4.2        0.0       23.2       28.4
 
Number of Traders in Each Category                                    Total Traders:       106
         6         21          5         11          5          .         26         23          9          4         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   211,730
Positions
    27,340     74,340      5,347     25,680     18,898      2,780     64,625     36,657      2,664     19,251     13,468        562     63,481     57,014
 
Changes from:       January 25, 2011                                 Total Change is:    12,024
    -6,874     16,903      2,059      4,088       -631       -307     12,396     -9,828      1,283     -2,341      2,105        377      1,343         63
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       35.1        2.5       12.1        8.9        1.3       30.5       17.3        1.3        9.1        6.4        0.3       30.0       26.9
 
Number of Traders in Each Category                                    Total Traders:       158
        16         20          7         16         14         12         39         29         13         11         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   120,991
Positions
     5,512     90,624      1,118      9,430      3,450        154     69,445      7,290         23        947      4,148          0     34,362     14,184
 
Changes from:       January 25, 2011                                 Total Change is:     7,421
    -4,612      9,477        -53     -1,335        -36          0     10,022     -1,739          3       -468       -594          0      3,864        363
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       74.9        0.9        7.8        2.9        0.1       57.4        6.0        0.0        0.8        3.4        0.0       28.4       11.7
 
Number of Traders in Each Category                                    Total Traders:        69
         5         13          5          4          4          .         30          9          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    59,042
Positions
     9,063     32,663     14,514          0          0          0     30,189     10,542      1,278      2,616          0          0      1,382         45
 
Changes from:       January 25, 2011                                 Total Change is:       131
    -2,416       -198        580          0          0          0         -2        346         88      1,361          0          0        520       -685
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       55.3       24.6        0.0        0.0        0.0       51.1       17.9        2.2        4.4        0.0        0.0        2.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         5          8          8          0          0          0          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   151,734
Positions
     1,673    117,482         51     17,066        243          0    118,980     18,011        122      5,783     14,513          0      8,059      1,312
 
Changes from:       January 25, 2011                                 Total Change is:     8,948
       338      5,997          0       -203        243          0      8,500      3,013        -30        520         -5          0       -177       -270
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       77.4        0.0       11.2        0.2        0.0       78.4       11.9        0.1        3.8        9.6        0.0        5.3        0.9
 
Number of Traders in Each Category                                    Total Traders:       118
         5         17          .         11          .          0         59         10          .         10          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    27,450
Positions
     3,808     15,162         26          0        105          0     18,797      6,995          0        896      4,150          0      3,923      1,012
 
Changes from:       January 25, 2011                                 Total Change is:     1,251
      -651      1,271        -12       -163        105          0      2,024        132          0         78       -117          0        -25       -128
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       55.2        0.1        0.0        0.4        0.0       68.5       25.5        0.0        3.3       15.1        0.0       14.3        3.7
 
Number of Traders in Each Category                                    Total Traders:        46
         5          7          .          0          .          0         19         10          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    60,570
Positions
    22,184     32,445      1,451      3,538      2,646        818     20,693     10,959      3,554        109      1,799          0      8,225      6,899
 
Changes from:       January 25, 2011                                 Total Change is:    10,789
     6,100      7,236        476        234       -804        187       -436     -1,372      3,302       -125        102          0      1,052      1,662
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       53.6        2.4        5.8        4.4        1.3       34.2       18.1        5.9        0.2        3.0        0.0       13.6       11.4
 
Number of Traders in Each Category                                    Total Traders:       111
        22         18          .          7          5          .         38         14          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    10,616
Positions
     4,895      7,576        168        380          0          0      3,401        765          0          0          0          0      1,772      2,107
 
Changes from:       January 25, 2011                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      46.1       71.4        1.6        3.6        0.0        0.0       32.0        7.2        0.0        0.0        0.0        0.0       16.7       19.8
 
Number of Traders in Each Category                                    Total Traders:        20
         6          5          .          .          0          0          5          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    99,908
Positions
    34,578     49,738      2,566      6,315      5,292      1,635     41,692     27,496          0        217      3,597          0     12,905      9,584
 
Changes from:       January 25, 2011                                 Total Change is:       345
     2,409       -680        615       -293     -1,608        374       -566      2,835       -504       -250        203          0     -1,440       -890
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       49.8        2.6        6.3        5.3        1.6       41.7       27.5        0.0        0.2        3.6        0.0       12.9        9.6
 
Number of Traders in Each Category                                    Total Traders:       107
        20         17          .          6          5          .         37         18          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   855,085
Positions
    51,791    295,218     53,994    422,984    129,872     55,777     87,351    168,582     28,718     20,652     32,983      5,401    128,416     84,540
 
Changes from:       January 25, 2011                                 Total Change is:    17,136
      -719    -11,106     11,705       -794      5,018       -142     -1,857      5,375      6,390       -402      1,567      3,732       -777     -5,402
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       34.5        6.3       49.5       15.2        6.5       10.2       19.7        3.4        2.4        3.9        0.6       15.0        9.9
 
Number of Traders in Each Category                                    Total Traders:       534
        32         53         26        118         58         58         95        124         77         27         26          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   313,529
Positions
    28,357    161,962     11,776    153,687     35,640      5,962     19,986     43,239      3,706      8,032     11,494      2,746     79,277     37,004
 
Changes from:       January 25, 2011                                 Total Change is:     5,519
     5,568     -3,445      3,276      4,418       -185         49     -3,419      3,920         47        208      1,062      2,746     -7,374     -1,951
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       51.7        3.8       49.0       11.4        1.9        6.4       13.8        1.2        2.6        3.7        0.9       25.3       11.8
 
Number of Traders in Each Category                                    Total Traders:       134
         9         20          7         33         13          9         16         31         10          5          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,707,779
Positions
   206,227    755,336    122,034  1,361,146    485,819    234,414    409,398    699,289     52,487     74,247    118,592      2,130    245,696    237,678
 
Changes from:       January 25, 2011                                 Total Change is:    58,087
       239     -6,630     10,467    -23,681     28,393     -3,331     18,122     17,583     21,407      2,302      7,874       -421     32,983    -17,255
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       27.9        4.5       50.3       17.9        8.7       15.1       25.8        1.9        2.7        4.4        0.1        9.1        8.8
 
Number of Traders in Each Category                                    Total Traders:       496
        35         49         18         97         53         52         94        121         59         25         22          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    99,040
Positions
    19,008     33,811      1,151     49,289     34,472      5,237     11,977     21,473        354      1,422          0          0     10,602      2,542
 
Changes from:       January 25, 2011                                 Total Change is:     1,515
        93      1,019         39        311      2,279       -147      1,507       -491       -468         38          0          0        142       -716
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       34.1        1.2       49.8       34.8        5.3       12.1       21.7        0.4        1.4        0.0        0.0       10.7        2.6
 
Number of Traders in Each Category                                    Total Traders:        93
         4         13          .         33         13         12         14         14          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    89,303
Positions
     8,705     49,169      6,829     21,886      8,321      2,705     31,028      9,391      5,736      1,821        946        377     10,215      5,828
 
Changes from:       January 25, 2011                                 Total Change is:    -4,210
       342     -6,347      3,117     -4,525       -327        -48     -1,004      1,033     -1,976       -328       -275         71        139        541
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       55.1        7.6       24.5        9.3        3.0       34.7       10.5        6.4        2.0        1.1        0.4       11.4        6.5
 
Number of Traders in Each Category                                    Total Traders:       247
        20         35          8         38         17         13         72         43         13         13          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    16,043
Positions
     4,186     10,877      1,157      2,314          0          0      4,431        536        200          0        244        256      3,499      2,773
 
Changes from:       January 25, 2011                                 Total Change is:      -800
     1,333     -2,398        557         -1          0          0     -2,528        536          0          0          0          0       -161        505
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       67.8        7.2       14.4        0.0        0.0       27.6        3.3        1.2        0.0        1.5        1.6       21.8       17.3
 
Number of Traders in Each Category                                    Total Traders:        21
         5          7          4          .          0          0          .          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   366,300
Positions
    38,326    207,194     12,629     97,858     41,604     13,525    156,996     68,286      3,671      9,433      3,836        281     33,581     15,274
 
Changes from:       January 25, 2011                                 Total Change is:   -17,050
     5,043     -9,748      2,805    -22,620     -1,636       -239     -3,162     -8,298        906     -1,314     -1,051         31      1,500        180
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       56.6        3.4       26.7       11.4        3.7       42.9       18.6        1.0        2.6        1.0        0.1        9.2        4.2
 
Number of Traders in Each Category                                    Total Traders:       245
        20         34          5         37         17         13         73         42          8         14          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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   335,523
Positions
   103,930     42,290     18,818    113,776    116,855     19,914     50,792    106,570      5,683      1,901      8,707        865     19,844     15,821
 
Changes from:       January 25, 2011                                 Total Change is:     4,833
     9,042     -6,041        248     -8,682      3,077     -1,135      5,032      6,487      1,451       -300        654        -33       -790        125
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       12.6        5.6       33.9       34.8        5.9       15.1       31.8        1.7        0.6        2.6        0.3        5.9        4.7
 
Number of Traders in Each Category                                    Total Traders:       253
        13         25          5         53         43         21         43         60         13          6          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    40,398
Positions
    10,358      4,403        240     12,979        350        122      3,759     14,954          0      1,990      1,680          0     10,950     18,649
 
Changes from:       January 25, 2011                                 Total Change is:      -389
     1,380        180        -50      1,178        150        110     -1,152      1,495          0        143         20          0     -1,998     -2,294
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       10.9        0.6       32.1        0.9        0.3        9.3       37.0        0.0        4.9        4.2        0.0       27.1       46.2
 
Number of Traders in Each Category                                    Total Traders:        61
        18          5          .         10          .          .          8         13          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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    64,245
Positions
    22,761     14,142      1,389     11,578      6,579        655      8,581      4,386      1,473      2,512      4,300          0     15,296     31,321
 
Changes from:       January 25, 2011                                 Total Change is:     6,532
     4,373       -415       -514        595          5          0       -443        281        936        703         45          0        882      6,194
 
Percent of Open Interest Represented by Each Category of Trader
      35.4       22.0        2.2       18.0       10.2        1.0       13.4        6.8        2.3        3.9        6.7        0.0       23.8       48.8
 
Number of Traders in Each Category                                    Total Traders:        60
        17          9          .          7          .          .          9          8          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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    28,493
Positions
         0      4,393        203     15,812     11,429      4,112      3,641      5,626          0      1,003          0          0      3,722      2,730
 
Changes from:       January 25, 2011                                 Total Change is:       354
         0        653          3        898       -924        223       -709        101          0          0          0          0        -61        298
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       15.4        0.7       55.5       40.1       14.4       12.8       19.7        0.0        3.5        0.0        0.0       13.1        9.6
 
Number of Traders in Each Category                                    Total Traders:        45
         0          4          .         17         13          9          5          5          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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    34,150
Positions
     4,847     14,503         80     12,665      6,748        972      6,052      9,865         38      2,215          0          0      7,281      1,944
 
Changes from:       January 25, 2011                                 Total Change is:    -4,075
       -14     -1,750       -159     -1,815        510        -64       -260     -2,972          0     -1,038          0          0       -725        360
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       42.5        0.2       37.1       19.8        2.8       17.7       28.9        0.1        6.5        0.0        0.0       21.3        5.7
 
Number of Traders in Each Category                                    Total Traders:        52
         .          6          .         12          9          6         11          6          .          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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   560,523
Positions
    15,307     79,445      5,965    300,091    148,961     54,228     29,152     98,216      5,903     25,281     23,389          0    124,596    144,416
 
Changes from:       January 25, 2011                                 Total Change is:    -7,383
    -5,663    -13,352      3,186      2,290     -6,202      4,365     -8,611      2,692        665      4,000     -1,542          0     -7,615      2,805
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       14.2        1.1       53.5       26.6        9.7        5.2       17.5        1.1        4.5        4.2        0.0       22.2       25.8
 
Number of Traders in Each Category                                    Total Traders:       142
         9         16          7         40         22         32         16         32         16          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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   305,494
Positions
         0    119,695        571    225,419      1,738     15,498          0    116,325          0          0      1,819          0     64,006     49,848
 
Changes from:       January 25, 2011                                 Total Change is:     3,210
         0      6,113       -207      3,347     -1,460       -269          0     -2,401         -1          0         43          0        340      1,392
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       39.2        0.2       73.8        0.6        5.1        0.0       38.1        0.0        0.0        0.6        0.0       21.0       16.3
 
Number of Traders in Each Category                                    Total Traders:        53
         0         10          .         27          .         13          0         14          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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   796,113
Positions
    52,240    131,878      7,542    307,099    256,204     93,151    183,719     81,409     13,634     30,240     76,783      5,646    102,842    129,866
 
Changes from:       January 25, 2011                                 Total Change is:    52,883
       614      2,441        260     -6,579     20,837      6,208     66,653      5,465        746    -14,924     14,911          0        -95      2,015
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       16.6        0.9       38.6       32.2       11.7       23.1       10.2        1.7        3.8        9.6        0.7       12.9       16.3
 
Number of Traders in Each Category                                    Total Traders:       205
         7         30          9         33         45         35         35         29         20          8         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 1,365,536
Positions
   118,264    156,394     31,752    510,664    387,743    200,985    139,082    202,046     24,486     51,401     27,954     16,521    272,381    317,655
 
Changes from:       January 25, 2011                                 Total Change is:    -5,312
     7,547       -622     -3,356     -4,904     -6,013    -11,025    -14,089     28,586     -4,422     17,701     -1,139       -473      7,709     -6,848
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       11.5        2.3       37.4       28.4       14.7       10.2       14.8        1.8        3.8        2.0        1.2       19.9       23.3
 
Number of Traders in Each Category                                    Total Traders:       244
        25         31         20         33         51         41         35         51         32         10          8          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 1,120,310
Positions
    90,014    126,697     10,811    231,289    455,684    148,343    339,673     60,436     12,876     90,028     54,458        688    196,588    250,317
 
Changes from:       January 25, 2011                                 Total Change is:   -12,651
    29,741     -9,657     -1,526      8,518     -3,455      4,543    -75,731     -1,393     -4,440     11,748     -1,347        677     13,819      3,947
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       11.3        1.0       20.6       40.7       13.2       30.3        5.4        1.1        8.0        4.9        0.1       17.5       22.3
 
Number of Traders in Each Category                                    Total Traders:       176
        17         15          8         23         42         37         35         24         18          9         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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   544,417
Positions
   112,503    180,682    230,195      3,588      1,114      4,211     88,964     17,117     52,700     19,424      9,948      6,615     26,217     41,835
 
Changes from:       January 25, 2011                                 Total Change is:   -37,999
    -5,489    -22,060    -14,251        528        -79       -314    -14,932       -436      1,446     -1,667       -496      1,515     -4,835     -3,324
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       33.2       42.3        0.7        0.2        0.8       16.3        3.1        9.7        3.6        1.8        1.2        4.8        7.7
 
Number of Traders in Each Category                                    Total Traders:       110
        23         29         39          .          .          .         22         14         28          5          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,341,997
Positions
 1,656,559  2,894,411  1,608,767  1,786,894    455,235    213,225    844,758    650,264  1,166,145     64,114    325,441    148,840    852,695    879,669
 
Changes from:       January 25, 2011                                 Total Change is:   408,969
   -54,159     -7,676    115,201     81,207     28,601     43,649     27,948     46,662    153,758     -9,403     19,151     23,108     27,660    -13,485
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       34.7       19.3       21.4        5.5        2.6       10.1        7.8       14.0        0.8        3.9        1.8       10.2       10.5
 
Number of Traders in Each Category                                    Total Traders:       262
        34         55         83         10         11         13         48         59         84          8         21         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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    15,404
Positions
     6,702      7,016        987      1,338        966         91      1,392      5,637         20      4,800        472          0         74        215
 
Changes from:       January 25, 2011                                 Total Change is:       108
       359        492          0       -113       -159         32       -188       -251          3          0         -5          0         15         -4
 
Percent of Open Interest Represented by Each Category of Trader
      43.5       45.5        6.4        8.7        6.3        0.6        9.0       36.6        0.1       31.2        3.1        0.0        0.5        1.4
 
Number of Traders in Each Category                                    Total Traders:        31
         4          4          .          .          6          .          .         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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    55,615
Positions
    41,818     25,742      8,941      1,972      1,855        157      2,363     13,229          0         35      5,512          0        329        179
 
Changes from:       January 25, 2011                                 Total Change is:     5,035
     4,311      2,123      1,369         25       -522         30       -821      2,346          0         35          0          0         86       -311
 
Percent of Open Interest Represented by Each Category of Trader
      75.2       46.3       16.1        3.5        3.3        0.3        4.2       23.8        0.0        0.1        9.9        0.0        0.6        0.3
 
Number of Traders in Each Category                                    Total Traders:        34
         4          5          .          .          5          .          4         10          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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    42,472
Positions
    10,939      5,264        102        351        495        715     20,790     29,539        713      2,757        996          0      6,105      4,648
 
Changes from:       January 25, 2011                                 Total Change is:     3,282
       -80     -4,104          0       -109        255       -101      3,455      7,018        120       -254        -15         -1        252        110
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       12.4        0.2        0.8        1.2        1.7       48.9       69.5        1.7        6.5        2.3        0.0       14.4       10.9
 
Number of Traders in Each Category                                    Total Traders:        97
         6          5          .          .          .          .         24         34          5         16          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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   167,409
Positions
    67,691     47,114     24,537      1,888      1,082      3,945      6,423     31,093     35,665      2,178      4,292      6,071     19,011     13,610
 
Changes from:       January 25, 2011                                 Total Change is:    16,194
       -80      3,229      3,524     -1,320         96       -441      2,105        125      7,587       -179       -981      1,297      3,701      1,758
 
Percent of Open Interest Represented by Each Category of Trader
      40.4       28.1       14.7        1.1        0.6        2.4        3.8       18.6       21.3        1.3        2.6        3.6       11.4        8.1
 
Number of Traders in Each Category                                    Total Traders:       103
        10         13         16          4          4          4         20         27         33          6          7         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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     5,378
Positions
       975      3,431          0      2,604          0          0        800      1,742         37        891        148          0         71         20
 
Changes from:       January 25, 2011                                 Total Change is:       252
         5        -14          0        140          0          0         87        279          0          0          0          0         20        -13
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       63.8        0.0       48.4        0.0        0.0       14.9       32.4        0.7       16.6        2.8        0.0        1.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          4          0          0          5          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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    14,827
Positions
       449     13,659         18      9,711          0         13      2,152        568          0          0          0          0      2,484        569
 
Changes from:       January 25, 2011                                 Total Change is:       234
         1        -12          0        -42          0          8        341        436        -50          0       -125        -14        -10         -9
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       92.1        0.1       65.5        0.0        0.1       14.5        3.8        0.0        0.0        0.0        0.0       16.8        3.8
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          .          9          0          .          7          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated February 4, 2011