```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED 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:        6,239
COMMITMENTS
     427       85      114    4,795    5,207    5,336    5,405      903      834

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:        357)
      -2       -1       21      284      276      303      296       54       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      1.4      1.8     76.8     83.4     85.5     86.6     14.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        2       14       11       18       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       57,553
COMMITMENTS
   6,444    4,202   13,656   30,955   26,414   51,055   44,273    6,498   13,280

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      2,344)
     319     -153      576    1,000      842    1,895    1,265      449    1,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      7.3     23.7     53.8     45.9     88.7     76.9     11.3     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      13       18       17       38       34       61       59
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      302,769
COMMITMENTS
  79,407   35,078   83,125  109,754  140,382  272,286  258,585   30,483   44,184

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -4,357)
     415     -770   -5,408      836      472   -4,157   -5,706     -200    1,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2     11.6     27.5     36.2     46.4     89.9     85.4     10.1     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      99       84      129       67       80      248      238
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      444,928
COMMITMENTS
 134,284   34,898  118,289  160,739  213,235  413,312  366,422   31,616   78,506

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     17,474)
   9,174     -167   11,159   -1,914    5,898   18,419   16,890     -945      584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.2      7.8     26.6     36.1     47.9     92.9     82.4      7.1     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      468)
     172       90      150      106      177      358      350
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:       10,141
COMMITMENTS
   4,140    3,220    1,429    2,737    3,333    8,306    7,982    1,834    2,159

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:        -29)
     285      139     -282       29      -84       32     -227      -62      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.8     31.8     14.1     27.0     32.9     81.9     78.7     18.1     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      26       24       18       15       23       55       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       60,778
COMMITMENTS
  24,634    4,498   17,115    9,960   13,531   51,710   35,144    9,068   25,633

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      4,807)
   1,802      281    2,443      215      980    4,460    3,704      347    1,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.5      7.4     28.2     16.4     22.3     85.1     57.8     14.9     42.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      82       37       64       46       81      158      160
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED 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:        8,544
COMMITMENTS
      66    4,228       52    7,661    2,805    7,779    7,085      765    1,460

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:        502)
      66      -96       41      312      330      419      275       83      227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     49.5      0.6     89.7     32.8     91.0     82.9      9.0     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        6        2       13       11       16       17
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED 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:      129,282
COMMITMENTS
  11,296    1,790    3,316  114,203  124,072  128,815  129,178      467      104

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      1,612)
   1,095      404      123      209    1,067    1,427    1,594      185       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      1.4      2.6     88.3     96.0     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
OPTION AND FUTURES COMBINED 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:      136,787
COMMITMENTS
  47,776   33,586    6,372   43,746   76,699   97,894  116,657   38,893   20,131

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      6,489)
   9,232    4,702      644   -4,819    2,902    5,058    8,248    1,431   -1,760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9     24.6      4.7     32.0     56.1     71.6     85.3     28.4     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      32       13        9       23       25       60       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       53,334
COMMITMENTS
   7,794   27,464    1,042   31,853    8,951   40,689   37,457   12,646   15,877

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      3,058)
    -658    3,284     -278    1,714        3      778    3,010    2,280       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     51.5      2.0     59.7     16.8     76.3     70.2     23.7     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       9       18        6       13       15       25       36
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      191,544
COMMITMENTS
  27,584   58,612    1,993  141,049  103,195  170,626  163,800   20,918   27,744

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -5,319)
  -1,596  -10,943       12   -4,862    6,123   -6,446   -4,808    1,127     -510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     30.6      1.0     73.6     53.9     89.1     85.5     10.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      21       31        9       30       29       58       62
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      168,760
COMMITMENTS
  62,177   45,041    6,755   80,094   72,697  149,026  124,493   19,733   44,267

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      2,405)
  -1,952   10,237    2,652    5,035  -15,367    5,735   -2,478   -3,330    4,882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.8     26.7      4.0     47.5     43.1     88.3     73.8     11.7     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      24       50       18       27       26       63       82
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      332,546
COMMITMENTS
  29,117  166,596   33,731  232,062   63,353  294,911  263,679   37,635   68,866

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -1,923)
   2,140   -4,691      853   -6,079   -1,697   -3,087   -5,535    1,164    3,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     50.1     10.1     69.8     19.1     88.7     79.3     11.3     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      23       89       47       54       57      115      155
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   14,319,995
COMMITMENTS
 775,131  496,643  5781325  6884957  7065786 13441412 13343755  878,583  976,240

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:    241,962)
 -18,682  -22,690  125,243  196,890  166,114  303,452  268,667  -61,490  -26,705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      3.5     40.4     48.1     49.3     93.9     93.2      6.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      67       55      105      146      147      271      257
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED 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:      938,560
COMMITMENTS
  75,011  109,076   68,592  671,105  659,295  814,708  836,963  123,851  101,597

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:    -13,160)
   4,119   -1,393   -8,254  -10,732   -5,607  -14,868  -15,255    1,708    2,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     11.6      7.3     71.5     70.2     86.8     89.2     13.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      571)
     110      123      100      242      240      401      414
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      321,230
COMMITMENTS
  12,535   19,074   25,193  208,316  232,289  246,044  276,556   75,186   44,674

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:    -10,885)
   1,323    1,410   -7,189   -6,991   -7,738  -12,857  -13,518    1,972    2,633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      5.9      7.8     64.8     72.3     76.6     86.1     23.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      12       19       23       71       66       97       94
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    3,086,647
COMMITMENTS
 352,783  490,409  176,592  2313945  2135034  2843320  2802035  243,327  284,612

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:    -11,375)
  23,046   -4,950  -14,390  -18,707   10,655  -10,051   -8,685   -1,324   -2,689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     15.9      5.7     75.0     69.2     92.1     90.8      7.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      535)
     106      113       90      217      224      364      386
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED 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:      108,714
COMMITMENTS
  13,949    5,329        0   84,332   99,584   98,281  104,913   10,433    3,801

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:       -322)
   1,780     -255        0   -1,195      437      585      182     -907     -504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    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       51       36       64       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED 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:      112,091
COMMITMENTS
  28,464    6,127    2,105   73,057   99,174  103,625  107,406    8,466    4,685

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      4,067)
  -2,609      501      194    7,888    4,255    5,473    4,949   -1,406     -882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4      5.5      1.9     65.2     88.5     92.4     95.8      7.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      78       32       15       79       93      163      135
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED 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:       18,200
COMMITMENTS
     819    1,225        0   14,322   16,257   15,141   17,482    3,059      718

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:       -300)
      57        0        0     -258     -249     -201     -249      -99      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      6.7      0.0     78.7     89.3     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
OPTION AND FUTURES COMBINED 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:      469,456
COMMITMENTS
 142,299   28,585    6,449  293,675  414,587  442,422  449,621   27,033   19,835

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     21,837)
 -13,063    2,768      705   40,728   22,518   28,369   25,991   -6,533   -4,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3      6.1      1.4     62.6     88.3     94.2     95.8      5.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      77       34       14       73       92      156      134
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      160,100
COMMITMENTS
  92,178   17,259    6,302   25,192  111,817  123,672  135,377   36,428   24,722

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:       -629)
  -1,587   -2,409      631     -529     -629   -1,486   -2,408      857    1,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.6     10.8      3.9     15.7     69.8     77.2     84.6     22.8     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      38       22       14       22       30       71       55
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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