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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,818
COMMITMENTS
     427      124       32    3,598    4,115    4,057    4,271      761      547

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -105)
     -51      -79       23     -155       -5     -183      -61       78      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      2.6      0.7     74.7     85.4     84.2     88.6     15.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        2       13       11       17       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,480
COMMITMENTS
   5,219    8,520      891   20,801   16,867   26,911   26,278    4,569    5,202

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -3,163)
  -1,086      150     -300   -1,547   -2,490   -2,933   -2,640     -230     -523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     27.1      2.8     66.1     53.6     85.5     83.5     14.5     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       7       20        7       25       23       37       45
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      254,310
COMMITMENTS
  82,923   56,636   43,204  100,507  118,391  226,634  218,231   27,676   36,079

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      5,767)
   4,644   -3,416    2,619   -2,325    4,775    4,938    3,978      829    1,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     22.3     17.0     39.5     46.6     89.1     85.8     10.9     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      87       87      105       50       75      210      214
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      339,300
COMMITMENTS
 121,769   56,795   44,850  143,318  170,676  309,937  272,321   29,363   66,979

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:         91)
  -2,021  -12,148    2,467   -1,044    5,733     -598   -3,948      689    4,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     16.7     13.2     42.2     50.3     91.3     80.3      8.7     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      428)
     141       91      124       80      162      297      321
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,867
COMMITMENTS
   3,765    3,455    1,674    2,681    3,020    8,120    8,149    1,747    1,718

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -212)
     -16   -1,534       66      -46    1,057        4     -411     -216      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     35.0     17.0     27.2     30.6     82.3     82.6     17.7     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      29       25       18       15       22       56       62
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       47,757
COMMITMENTS
  21,809    6,916    9,112    9,035   10,924   39,956   26,952    7,801   20,805

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      3,052)
     699        1    1,358      335      679    2,392    2,038      660    1,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.7     14.5     19.1     18.9     22.9     83.7     56.4     16.3     43.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      65       38       43       31       67      121      132
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      123,008
COMMITMENTS
  10,081      992    3,193  109,271  118,741  122,545  122,926      463       82

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        515)
     -70      458        0      353      162      283      620      232     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      0.8      2.6     88.8     96.5     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        3        1       14       15       17       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      122,955
COMMITMENTS
  37,065   34,881    3,953   46,984   65,258   88,002  104,092   34,953   18,863

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      3,685)
   6,925  -14,668    2,250   -7,921   16,998    1,254    4,580    2,431     -895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     28.4      3.2     38.2     53.1     71.6     84.7     28.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      32       10        6       22       26       57       39
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       42,826
COMMITMENTS
   8,331   18,126      415   24,204    8,551   32,950   27,092    9,876   15,734

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      1,990)
   1,854      427     -176    1,096      378    2,774      629     -784    1,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     42.3      1.0     56.5     20.0     76.9     63.3     23.1     36.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       14        4       12       14       23       31
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      145,645
COMMITMENTS
  44,614   10,507        3   95,669  131,536  140,286  142,046    5,359    3,599

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -4,922)
     424  -12,202        2   -5,855    7,924   -5,429   -4,276      507     -646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      7.2      0.0     65.7     90.3     96.3     97.5      3.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      42       19        2       19       23       62       43
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      195,733
COMMITMENTS
  28,161   61,283      415  148,536  106,817  177,112  168,515   18,621   27,218

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      4,884)
   4,463   11,371     -183   -2,956   -4,395    1,324    6,793    3,560   -1,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     31.3      0.2     75.9     54.6     90.5     86.1      9.5     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      23       29        3       25       27       50       57
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      178,512
COMMITMENTS
  84,847   29,676       70   67,345  117,566  152,262  147,312   26,250   31,200

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      5,545)
   3,793    5,291       56    2,186     -654    6,035    4,693     -490      852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.5     16.6      0.0     37.7     65.9     85.3     82.5     14.7     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      27       38        5       17       31       48       70
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      288,657
COMMITMENTS
  32,128  172,721    2,198  221,948   56,784  256,274  231,703   32,383   56,954

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -16,671)
     222  -16,731     -157  -17,179    1,582  -17,114  -15,306      443   -1,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     59.8      0.8     76.9     19.7     88.8     80.3     11.2     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      26       75       15       48       48       84      128
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       35,020
COMMITMENTS
  28,201    4,866      380    1,992   28,240   30,573   33,486    4,447    1,534

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      3,393)
   2,871   -5,667        0      196    9,153    3,067    3,486      326      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.5     13.9      1.1      5.7     80.6     87.3     95.6     12.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      22       12        2        3       10       27       22
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,287,842
COMMITMENTS
 833,377  693,793  1613348  4968876  5056468  7415601  7363609  872,241  924,233

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    231,768)
  62,215   62,520   82,359   82,118   65,364  226,692  210,243    5,076   21,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      8.4     19.5     60.0     61.0     89.5     88.8     10.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      58       42       79      131      132      231      220
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      798,596
COMMITMENTS
  73,919  102,558   25,552  575,964  574,005  675,435  702,116  123,162   96,481

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -703)
  -2,697   -6,628    3,250    3,417    3,599    3,970      221   -4,673     -924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     12.8      3.2     72.1     71.9     84.6     87.9     15.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      525)
     102       98       46      223      216      344      341
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      253,617
COMMITMENTS
  10,496   23,150    1,301  164,763  192,746  176,560  217,197   77,057   36,420

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        353)
     -32    1,130       55    1,377      677    1,400    1,862   -1,047   -1,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      9.1      0.5     65.0     76.0     69.6     85.6     30.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      10       13        5       56       54       69       69
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,724,897
COMMITMENTS
 374,660  454,588   63,710  2056003  1906295  2494373  2424593  230,524  300,304

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -5,280)
  -4,443  -29,911    7,092   10,200   14,612   12,849   -8,207  -18,129    2,927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     16.7      2.3     75.5     70.0     91.5     89.0      8.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      503)
     101       95       41      201      201      318      321
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      110,032
COMMITMENTS
  10,231    5,278    1,784   87,281   99,028   99,296  106,090   10,736    3,942

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        432)
     246      200    1,784   -1,243   -1,157      787      827     -355     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      4.8      1.6     79.3     90.0     90.2     96.4      9.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      12        7        1       50       35       62       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       92,812
COMMITMENTS
  27,843    4,485      648   55,207   83,157   83,697   88,290    9,115    4,522

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        879)
   2,390      547     -422   -1,551      383      417      508      462      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0      4.8      0.7     59.5     89.6     90.2     95.1      9.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      80       28        9       79       85      162      119
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       15,731
COMMITMENTS
     290      979        0   12,243   14,049   12,533   15,028    3,198      703

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        237)
    -499        0        0      639      248      140      248       97      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      6.2      0.0     77.8     89.3     79.7     95.5     20.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       11       12       12       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      385,405
COMMITMENTS
 139,213   18,981    1,791  214,818  345,540  355,822  366,312   29,583   19,093

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      3,212)
  11,949      239      386  -10,949      673    1,386    1,298    1,826    1,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1      4.9      0.5     55.7     89.7     92.3     95.0      7.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      80       28        9       71       82      154      116
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      148,879
COMMITMENTS
  94,332   19,237    2,694   18,962  108,736  115,988  130,667   32,891   18,212

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,236)
  -3,139     -190     -225   -2,365     -768   -5,729   -1,183    4,493      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.4     12.9      1.8     12.7     73.0     77.9     87.8     22.1     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      36       19        3       14       26       53       45
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       24,074
COMMITMENTS
   4,697    7,810      501   12,862    5,869   18,060   14,180    6,014    9,894

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      2,239)
   1,198    1,338      501      348      885    2,047    2,724      192     -485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     32.4      2.1     53.4     24.4     75.0     58.9     25.0     41.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9        9        2       20        7       30       17
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       44,693
COMMITMENTS
  12,282    1,259    2,472   24,717   11,635   39,471   15,366    5,222   29,327

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      2,262)
   4,982     -955   -2,482      315   -3,052    2,815   -6,489     -553    8,751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5      2.8      5.5     55.3     26.0     88.3     34.4     11.7     65.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      18        4        3       23       20       41       27
```

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Updated February 10, 2012