```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED 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:        5,883
COMMITMENTS
     429       86       93    4,511    4,930    5,033    5,109      850      774

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        199)
       2      -16       -7      171       75      165       51       34      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      1.5      1.6     76.7     83.8     85.6     86.8     14.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        2       14       11       18       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       55,208
COMMITMENTS
   6,125    4,355   13,080   29,955   25,572   49,160   43,007    6,049   12,201

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      1,923)
      16      990      393    1,550      356    1,959    1,739      -35      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      7.9     23.7     54.3     46.3     89.0     77.9     11.0     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      10       21       18       37       33       60       59
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      307,126
COMMITMENTS
  78,992   35,847   88,534  108,918  139,910  276,443  264,291   30,683   42,835

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      1,504)
    -612   -3,722    2,241   -1,397    1,777      232      296    1,271    1,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7     11.7     28.8     35.5     45.6     90.0     86.1     10.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      95       83      127       65       78      240      232
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      427,455
COMMITMENTS
 125,110   35,065  107,130  162,653  207,338  394,894  349,533   32,561   77,922

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     14,933)
   3,253    1,339    7,687    2,866    4,839   13,807   13,865    1,127    1,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3      8.2     25.1     38.1     48.5     92.4     81.8      7.6     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      456)
     160       95      149      105      173      344      352
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:       10,170
COMMITMENTS
   3,855    3,080    1,711    2,709    3,418    8,274    8,209    1,896    1,961

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        126)
      97     -381      -52      -25      374       20      -60      107      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.9     30.3     16.8     26.6     33.6     81.4     80.7     18.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      24       27       19       16       23       57       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       55,971
COMMITMENTS
  22,832    4,217   14,673    9,745   12,551   47,250   31,441    8,721   24,530

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      3,059)
     767      292    1,500      366      432    2,634    2,224      425      835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.8      7.5     26.2     17.4     22.4     84.4     56.2     15.6     43.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      78       35       58       45       78      150      152
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED 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:        2,800
COMMITMENTS
     251    1,088      106    1,526    1,151    1,884    2,345      916      455

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     38.9      3.8     54.5     41.1     67.3     83.8     32.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        4        5       10        6       18       13
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED 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:        8,042
COMMITMENTS
       0    4,324       11    7,349    2,475    7,360    6,809      682    1,233

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        841)
       0      193        1      784      466      785      660       56      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     53.8      0.1     91.4     30.8     91.5     84.7      8.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        6        1       14       10       15       16
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED 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:      127,670
COMMITMENTS
  10,201    1,386    3,193  113,994  123,005  127,388  127,584      282       86

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        712)
     120      394        0      773      314      893      708     -181        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      1.1      2.5     89.3     96.3     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
OPTION AND FUTURES COMBINED 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:      130,299
COMMITMENTS
  38,544   28,883    5,728   48,565   73,798   92,836  108,409   37,463   21,890

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      1,110)
   1,562   -5,882       31   -1,031    5,560      562     -291      548    1,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6     22.2      4.4     37.3     56.6     71.2     83.2     28.8     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      34       11        8       23       26       60       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       50,276
COMMITMENTS
   8,451   24,180    1,320   30,139    8,948   39,911   34,448   10,366   15,829

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      5,417)
     341    6,404     -131    5,273     -173    5,482    6,100      -65     -683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     48.1      2.6     59.9     17.8     79.4     68.5     20.6     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10       17        6       15       15       28       35
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      196,862
COMMITMENTS
  29,180   69,555    1,981  145,911   97,072  177,072  168,608   19,791   28,254

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     -3,008)
     986    8,426      285   -4,274  -11,035   -3,003   -2,325       -5     -683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     35.3      1.0     74.1     49.3     89.9     85.6     10.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      21       29       10       30       28       57       61
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      166,355
COMMITMENTS
  64,129   34,804    4,103   75,059   88,063  143,292  126,971   23,063   39,384

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:    -21,351)
 -20,737    5,510      903    3,428  -32,604  -16,406  -26,191   -4,945    4,839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5     20.9      2.5     45.1     52.9     86.1     76.3     13.9     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      19       46       14       26       28       56       77
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      334,469
COMMITMENTS
  26,978  171,287   32,879  238,142   65,049  297,998  269,215   36,471   65,254

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      8,621)
  -4,978    1,911    6,311    7,174     -148    8,507    8,074      115      548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1     51.2      9.8     71.2     19.4     89.1     80.5     10.9     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      26       84       45       57       56      115      153
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   14,078,033
COMMITMENTS
 793,812  519,333  5656082  6688067  6899672 13137961 13075087  940,072  1002946

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:    162,313)
  29,613  -41,122   29,479  113,848  183,821  172,940  172,178  -10,627   -9,864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      3.7     40.2     47.5     49.0     93.3     92.9      6.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      72       50      101      144      146      266      253
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED 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:      951,720
COMMITMENTS
  70,892  110,469   76,846  681,837  664,903  829,576  852,218  122,144   99,501

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      7,027)
  -2,612    9,038     -927   19,946    8,055   16,407   16,167   -9,381   -9,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4     11.6      8.1     71.6     69.9     87.2     89.5     12.8     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      571)
     109      126      107      245      238      411      414
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      332,115
COMMITMENTS
  11,212   17,665   32,383  215,307  240,027  258,902  290,074   73,214   42,041

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     -7,476)
    -186   -5,987     -336    2,437     -551    1,915   -6,875   -9,391     -601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      5.3      9.8     64.8     72.3     78.0     87.3     22.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      16       21       30       73       67      106      101
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    3,098,021
COMMITMENTS
 329,737  495,359  190,982  2332652  2124379  2853371  2810720  244,651  287,301

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     72,512)
 -38,849   48,411   23,763   87,548   43,033   72,462  115,207       50  -42,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     16.0      6.2     75.3     68.6     92.1     90.7      7.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      533)
     105      115       96      219      221      372      384
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED 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:      109,036
COMMITMENTS
  12,169    5,584        0   85,527   99,147   97,696  104,731   11,340    4,305

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     -1,007)
   1,938      306   -1,784   -1,762      116   -1,608   -1,362      601      355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    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       49       35       61       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED 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:      108,024
COMMITMENTS
  31,072    5,626    1,911   65,169   94,920   98,153  102,457    9,871    5,567

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     13,649)
   3,104    1,199      977    8,933   10,668   13,014   12,844      635      806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8      5.2      1.8     60.3     87.9     90.9     94.8      9.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      83       31       18       83       89      173      131
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED 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:       18,500
COMMITMENTS
     762    1,225        0   14,580   16,506   15,342   17,731    3,158      769

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 TRADER
     4.1      6.6      0.0     78.8     89.2     82.9     95.8     17.1      4.2

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
OPTION AND FUTURES COMBINED 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:      447,619
COMMITMENTS
 155,362   25,817    5,744  252,947  392,069  414,053  423,630   33,566   23,989

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     54,424)
  15,520    7,123    2,527   32,978   41,053   51,025   50,703    3,399    3,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.7      5.8      1.3     56.5     87.6     92.5     94.6      7.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      83       31       17       76       86      165      128
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      160,729
COMMITMENTS
  93,765   19,667    5,671   25,722  112,446  125,157  137,785   35,571   22,944

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      3,243)
    -436    1,079     -124    2,863      311    2,303    1,265      940    1,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.3     12.2      3.5     16.0     70.0     77.9     85.7     22.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      37       21       12       24       28       71       51
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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