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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,903
COMMITMENTS
   5,165    9,622      959   22,183   17,143   28,307   27,724    4,596    5,179

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      1,423)
     -54    1,102       68    1,382      276    1,396    1,446       27      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     29.2      2.9     67.4     52.1     86.0     84.3     14.0     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       7       22        6       25       24       37       47
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      255,617
COMMITMENTS
  82,368   53,514   45,025   99,232  119,655  226,625  218,194   28,992   37,423

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      1,307)
    -555   -3,122    1,821   -1,275    1,264       -9      -37    1,316    1,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     20.9     17.6     38.8     46.8     88.7     85.4     11.3     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      96       74      113       50       78      214      225
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      347,250
COMMITMENTS
 124,238   58,763   47,548  145,128  173,595  316,914  279,906   30,336   67,344

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      7,950)
   2,469    1,968    2,698    1,810    2,919    6,977    7,585      973      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     16.9     13.7     41.8     50.0     91.3     80.6      8.7     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      433)
     145       94      124       79      165      297      326
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,035
COMMITMENTS
   3,863    3,123    1,620    2,691    3,383    8,174    8,126    1,861    1,909

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        168)
      98     -332      -54       10      363       54      -23      114      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5     31.1     16.1     26.8     33.7     81.5     81.0     18.5     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      25       26       15       15       23       54       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       50,591
COMMITMENTS
  22,593    7,476   10,360    9,394   11,215   42,347   29,051    8,244   21,540

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      2,834)
     784      560    1,248      359      291    2,391    2,099      443      735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7     14.8     20.5     18.6     22.2     83.7     57.4     16.3     42.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      67       39       47       30       68      125      135
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        2,616
COMMITMENTS
     311    1,076       18    1,450    1,127    1,779    2,221      837      395

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     41.1      0.7     55.4     43.1     68.0     84.9     32.0     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        3        3       10        6       18       11
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,351
COMMITMENTS
       0    4,225       11    6,933    2,099    6,944    6,335      407    1,016

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        577)
       0       94        1      541      359      542      454       35      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     57.5      0.1     94.3     28.6     94.5     86.2      5.5     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        6        1       13        8       14       14
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      123,471
COMMITMENTS
  10,201    1,386    3,193  109,795  118,806  123,189  123,385      282       86

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        463)
     120      394        0      524       65      644      459     -181        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      1.1      2.6     88.9     96.2     99.8     99.9      0.2      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 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      122,896
COMMITMENTS
  38,465   28,899    3,936   45,270   69,895   87,671  102,730   35,225   20,166

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        -59)
   1,400   -5,982      -17   -1,714    4,637     -331   -1,362      272    1,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     23.5      3.2     36.8     56.9     71.3     83.6     28.7     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      32       11        6       22       23       56       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       48,092
COMMITMENTS
   8,663   24,526      284   29,411    8,188   38,358   32,998    9,734   15,094

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      5,266)
     332    6,400     -131    5,207     -363    5,408    5,906     -142     -640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     51.0      0.6     61.2     17.0     79.8     68.6     20.2     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10       17        4       11       14       23       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      159,768
COMMITMENTS
  52,461   11,222      650   98,555  142,047  151,666  153,919    8,102    5,849

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     14,123)
   7,847      715      647    2,886   10,511   11,380   11,873    2,743    2,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8      7.0      0.4     61.7     88.9     94.9     96.3      5.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      47       19        2       20       22       68       43
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      192,071
COMMITMENTS
  29,309   69,908      535  144,022   94,858  173,866  165,301   18,205   26,770

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     -3,662)
   1,148    8,625      120   -4,514  -11,959   -3,246   -3,214     -416     -448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     36.4      0.3     75.0     49.4     90.5     86.1      9.5     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      20       30        6       27       27       51       59
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      153,683
COMMITMENTS
  64,096   34,637       86   69,188   83,587  133,370  118,310   20,313   35,373

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:    -24,829)
 -20,751    4,961       16    1,843  -33,979  -18,892  -29,002   -5,937    4,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.7     22.5      0.1     45.0     54.4     86.8     77.0     13.2     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      17       43        5       21       26       43       69
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      291,060
COMMITMENTS
  26,774  175,415    3,391  228,941   53,808  259,106  232,614   31,954   58,446

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      2,403)
  -5,354    2,694    1,193    6,993   -2,976    2,832      911     -429    1,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     60.3      1.2     78.7     18.5     89.0     79.9     11.0     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      19       78       15       51       50       81      132
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       36,704
COMMITMENTS
  29,202    5,332      421    2,769   29,272   32,392   35,025    4,312    1,679

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      1,684)
   1,001      466       41      777    1,032    1,819    1,539     -135      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.6     14.5      1.1      7.5     79.8     88.3     95.4     11.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      25       11        2        4       12       30       24
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,349,156
COMMITMENTS
 862,795  703,787  1605251  5011517  5117392  7479563  7426430  869,593  922,726

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     61,314)
  29,418    9,994   -8,097   42,641   60,924   63,962   62,821   -2,648   -1,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      8.4     19.2     60.0     61.3     89.6     88.9     10.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      60       40       80      134      135      237      221
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      796,294
COMMITMENTS
  71,630  112,429   22,419  588,944  573,931  682,992  708,778  113,302   87,516

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     -2,302)
  -2,289    9,871   -3,134   12,980      -74    7,557    6,663   -9,860   -8,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     14.1      2.8     74.0     72.1     85.8     89.0     14.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      540)
     104      103       48      225      229      352      357
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      244,939
COMMITMENTS
  10,752   17,601    1,489  165,142  190,015  177,383  209,105   67,556   35,834

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     -8,678)
     256   -5,549      188      379   -2,731      823   -8,092   -9,501     -586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      7.2      0.6     67.4     77.6     72.4     85.4     27.6     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      11       13        5       56       58       70       73
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,756,775
COMMITMENTS
 335,508  505,260   73,528  2119008  1919578  2528044  2498366  228,731  258,409

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     31,878)
 -39,152   50,672    9,818   63,005   13,283   33,671   73,773   -1,793  -41,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     18.3      2.7     76.9     69.6     91.7     90.6      8.3      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      515)
     101      102       44      200      211      323      335
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      109,029
COMMITMENTS
  12,169    5,584        0   85,523   99,144   97,692  104,728   11,337    4,301

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     -1,003)
   1,938      306   -1,784   -1,758      116   -1,604   -1,362      601      359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      5.1      0.0     78.4     90.9     89.6     96.1     10.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      12        9        0       48       35       60       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      106,024
COMMITMENTS
  30,836    5,683    1,528   63,901   93,503   96,266  100,715    9,758    5,309

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     13,212)
   2,994    1,198      880    8,694   10,346   12,568   12,424      643      787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      5.4      1.4     60.3     88.2     90.8     95.0      9.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      80       31       12       78       88      163      126
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       18,495
COMMITMENTS
     762    1,225        0   14,580   16,506   15,342   17,731    3,153      764

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      2,764)
     472      246        0    2,337    2,457    2,809    2,703      -45       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      6.6      0.0     78.8     89.2     83.0     95.9     17.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       11       13       13       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      437,643
COMMITMENTS
 154,182   26,099    3,832  246,605  384,987  404,619  414,918   33,024   22,725

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     52,238)
  14,969    7,118    2,041   31,787   39,447   48,797   48,606    3,441    3,632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2      6.0      0.9     56.3     88.0     92.5     94.8      7.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      80       31       11       70       85      154      123
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      151,885
COMMITMENTS
  93,866   20,125    2,674   21,447  108,889  117,987  131,688   33,898   20,197

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      3,006)
    -466      888      -20    2,485      153    1,999    1,021    1,007    1,985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.8     13.3      1.8     14.1     71.7     77.7     86.7     22.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      35       19        3       19       26       57       45
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       25,302
COMMITMENTS
   4,861    7,812      500   13,340    5,312   18,701   13,624    6,601   11,678

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      1,228)
     164        2       -1      478     -557      641     -556      587    1,784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     30.9      2.0     52.7     21.0     73.9     53.8     26.1     46.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       9        8        1       18        6       28       14
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       46,081
COMMITMENTS
  11,392    1,026    3,411   22,455   14,494   37,258   18,931    8,823   27,150

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      1,388)
    -890     -233      939   -2,262    2,859   -2,213    3,565    3,601   -2,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      2.2      7.4     48.7     31.5     80.9     41.1     19.1     58.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      15        3        4       21       21       36       28
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       10,903
COMMITMENTS
   4,484    1,110       13    5,048    9,457    9,545   10,580    1,358      323

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.1     10.2      0.1     46.3     86.7     87.5     97.0     12.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        3        1        6        3       17        6
```

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Updated February 17, 2012