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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,999
COMMITMENTS
   5,510    9,833      915   22,682   17,464   29,107   28,212    4,892    5,787

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      1,096)
     345      211      -44      499      321      800      488      296      608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     28.9      2.7     66.7     51.4     85.6     83.0     14.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       9       20        6       24       25       37       47
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      258,910
COMMITMENTS
  80,230   50,614   46,875  102,645  122,421  229,750  219,910   29,160   39,000

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      3,293)
  -2,138   -2,900    1,850    3,413    2,766    3,125    1,716      168    1,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     19.5     18.1     39.6     47.3     88.7     84.9     11.3     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      95       80      116       52       80      221      232
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      357,639
COMMITMENTS
 132,139   63,189   52,284  143,992  175,401  328,415  290,874   29,224   66,765

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     10,389)
   7,901    4,426    4,736   -1,136    1,806   11,501   10,968   -1,112     -579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     17.7     14.6     40.3     49.0     91.8     81.3      8.2     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      445)
     157       90      124       77      169      306      325
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,004
COMMITMENTS
   4,157    3,269    1,324    2,729    3,294    8,210    7,887    1,794    2,117

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:        -31)
     294      146     -296       38      -89       36     -239      -67      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6     32.7     13.2     27.3     32.9     82.1     78.8     17.9     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      26       24       14       14       23       52       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       54,748
COMMITMENTS
  24,430    8,121   12,241    9,568   12,024   46,239   32,386    8,509   22,362

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      4,157)
   1,837      645    1,881      174      809    3,892    3,335      265      822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.6     14.8     22.4     17.5     22.0     84.5     59.2     15.5     40.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      71       41       52       29       69      130      141
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,783
COMMITMENTS
      66    4,196        8    7,233    2,381    7,307    6,585      476    1,198

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:        432)
      66      -29       -3      300      282      363      250       69      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     53.9      0.1     92.9     30.6     93.9     84.6      6.1     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        6        2       12        8       15       14
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      125,274
COMMITMENTS
  11,296    1,790    3,316  110,195  120,064  124,807  125,170      467      104

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      1,803)
   1,095      404      123      400    1,258    1,618    1,785      185       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      1.4      2.6     88.0     95.8     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        1       14       15       17       20
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      129,249
COMMITMENTS
  47,784   33,672    4,486   40,420   72,938   92,690  111,096   36,559   18,153

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      6,353)
   9,319    4,773      550   -4,850    3,043    5,019    8,366    1,334   -2,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     26.1      3.5     31.3     56.4     71.7     86.0     28.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      30       13        7       22       21       56       37
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       51,197
COMMITMENTS
   7,900   27,746      180   31,243    8,442   39,323   36,368   11,874   14,829

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      3,105)
    -763    3,220     -104    1,832      254      965    3,370    2,140     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     54.2      0.4     61.0     16.5     76.8     71.0     23.2     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       9       18        4       10       15       21       35
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      173,082
COMMITMENTS
  62,775   13,350    1,675  103,017  155,069  167,467  170,094    5,615    2,988

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     13,314)
  10,314    2,128    1,025    4,462   13,022   15,801   16,175   -2,487   -2,861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3      7.7      1.0     59.5     89.6     96.8     98.3      3.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      50       19        6       19       21       74       43
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      186,668
COMMITMENTS
  27,617   58,967      602  139,035  101,041  167,254  160,610   19,414   26,058

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -5,403)
  -1,692  -10,941       67   -4,987    6,183   -6,612   -4,691    1,209     -712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     31.6      0.3     74.5     54.1     89.6     86.0     10.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      21       31        5       26       28       51       60
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      150,551
COMMITMENTS
  62,062   44,805      138   72,539   66,143  134,739  111,086   15,812   39,465

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -3,132)
  -2,034   10,168       52    3,351  -17,444    1,369   -7,224   -4,501    4,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2     29.8      0.1     48.2     43.9     89.5     73.8     10.5     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      23       46        6       22       24       48       73
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      287,525
COMMITMENTS
  29,369  171,528    3,231  221,151   51,617  253,751  226,376   33,774   61,149

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -3,535)
   2,595   -3,887     -160   -7,790   -2,191   -5,355   -6,238    1,820    2,703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     59.7      1.1     76.9     18.0     88.3     78.7     11.7     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      22       76       14       46       50       79      130
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       36,889
COMMITMENTS
  29,422    5,211      418    2,712   29,577   32,552   35,206    4,337    1,683

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:        185)
     220     -121       -3      -57      305      160      181       25        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.8     14.1      1.1      7.4     80.2     88.2     95.4     11.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      28       10        2        5       12       34       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,445,006
COMMITMENTS
 846,664  690,414  1694260  5079381  5151527  7620305  7536201  824,701  908,805

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     95,850)
 -16,131  -13,373   89,009   67,864   34,135  140,742  109,771  -44,892  -13,921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      8.2     20.1     60.1     61.0     90.2     89.2      9.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      59       42       84      135      136      241      225
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      808,052
COMMITMENTS
  74,736  110,657   25,744  593,528  581,707  694,008  718,107  114,044   89,945

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     11,758)
   3,107   -1,772    3,325    4,585    7,776   11,017    9,329      742    2,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     13.7      3.2     73.5     72.0     85.9     88.9     14.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      547)
     105      106       50      227      232      353      367
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      247,517
COMMITMENTS
  11,071   19,307    1,771  166,308  188,359  179,150  209,437   68,367   38,080

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      2,578)
     319    1,706      282    1,166   -1,656    1,767      332      811    2,246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      7.8      0.7     67.2     76.1     72.4     84.6     27.6     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
       9       10        4       55       56       66       68
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,802,676
COMMITMENTS
 353,640  492,064   84,550  2136102  1966738  2574292  2543352  228,384  259,324

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     45,901)
  18,132  -13,196   11,022   17,094   47,160   46,248   44,986     -347      915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     17.6      3.0     76.2     70.2     91.9     90.7      8.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      523)
     102      105       48      202      215      324      348
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      108,707
COMMITMENTS
  13,949    5,329        0   84,328   99,582   98,277  104,911   10,430    3,796

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:       -322)
   1,780     -255        0   -1,195      438      585      183     -907     -505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      4.9      0.0     77.6     91.6     90.4     96.5      9.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      13        7        0       50       36       63       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      110,676
COMMITMENTS
  28,308    6,180    1,739   72,297   98,257  102,344  106,176    8,332    4,500

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      4,652)
  -2,528      497      210    8,396    4,754    6,078    5,462   -1,426     -809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      5.6      1.6     65.3     88.8     92.5     95.9      7.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      76       32       11       74       93      155      132
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       18,193
COMMITMENTS
     819    1,225        0   14,322   16,257   15,141   17,482    3,052      711

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:       -302)
      57        0        0     -258     -249     -201     -249     -101      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      6.7      0.0     78.7     89.4     83.2     96.1     16.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       10       11       12       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      462,415
COMMITMENTS
 141,522   28,850    4,619  289,875  410,002  436,016  443,471   26,399   18,944

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     24,772)
 -12,660    2,751      787   43,270   25,015   31,397   28,553   -6,625   -3,781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      6.2      1.0     62.7     88.7     94.3     95.9      5.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      75       34       10       67       92      147      131
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      149,840
COMMITMENTS
  92,233   17,533    2,919   20,354  107,822  115,506  128,274   34,334   21,566

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -2,045)
  -1,633   -2,592      245   -1,093   -1,067   -2,481   -3,414      436    1,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.6     11.7      1.9     13.6     72.0     77.1     85.6     22.9     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      39       17        5       17       28       59       47
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,610
COMMITMENTS
   5,368   10,158      500   18,113    6,124   23,981   16,782    7,629   14,828

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      6,308)
     507    2,346        0    4,773      812    5,280    3,158    1,028    3,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     32.1      1.6     57.3     19.4     75.9     53.1     24.1     46.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12       10        1       22        8       35       18
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       43,754
COMMITMENTS
  11,962    2,509    2,489   21,533   21,982   35,984   26,980    7,770   16,774

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -2,327)
     570    1,483     -922     -922    7,488   -1,274    8,049   -1,053  -10,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3      5.7      5.7     49.2     50.2     82.2     61.7     17.8     38.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      15        8        3       23       23       39       33
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:        9,711
COMMITMENTS
   4,357      989        0    4,113    8,567    8,470    9,556    1,241      155

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -1,192)
    -127     -121      -13     -935     -890   -1,075   -1,024     -117     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9     10.2      0.0     42.4     88.2     87.2     98.4     12.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        3        0        6        3       15        6
```

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Updated February 24, 2012