```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,638
COMMITMENTS
     531      107      132    5,153    5,645    5,816    5,884      822      754

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:        399)
     104       22       18      358      439      480      479      -81      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      1.6      2.0     77.6     85.0     87.6     88.6     12.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        2       15       11       20       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       59,797
COMMITMENTS
   6,822    4,694   14,193   32,568   26,960   53,583   45,847    6,214   13,950

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      2,244)
     378      492      536    1,613      546    2,528    1,575     -283      669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      7.9     23.7     54.5     45.1     89.6     76.7     10.4     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      18       18       21       38       34       65       64
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      311,391
COMMITMENTS
  80,777   36,571   87,545  110,042  141,014  278,364  265,129   33,027   46,262

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      8,622)
   1,370    1,493    4,419      288      632    6,078    6,544    2,544    2,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9     11.7     28.1     35.3     45.3     89.4     85.1     10.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      98       99      136       66       80      245      256
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      453,893
COMMITMENTS
 136,449   38,676  124,537  160,330  212,049  421,316  375,261   32,577   78,632

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      8,965)
   2,165    3,778    6,247     -409   -1,187    8,004    8,839      961      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.1      8.5     27.4     35.3     46.7     92.8     82.7      7.2     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      469)
     163      100      144      102      176      348      349
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,621
COMMITMENTS
   4,232    3,302    1,718    2,675    3,778    8,624    8,797    1,997    1,824

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:        480)
      91       82      289      -63      444      318      815      163     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.8     31.1     16.2     25.2     35.6     81.2     82.8     18.8     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      31       24       20       18       24       63       60
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       62,378
COMMITMENTS
  25,532    4,594   17,129   10,277   14,164   52,939   35,887    9,439   26,491

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      1,600)
     899       97       14      317      632    1,229      743      371      858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.9      7.4     27.5     16.5     22.7     84.9     57.5     15.1     42.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      81       41       65       47       80      161      164
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,286
COMMITMENTS
      61    4,493       85    8,224    3,103    8,370    7,681      916    1,605

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:        742)
      -5      265       33      563      298      591      596      151      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     48.4      0.9     88.6     33.4     90.1     82.7      9.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        8        4       13       11       18       19
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      132,469
COMMITMENTS
  11,526    6,742    3,316  117,059  122,323  131,901  132,381      568       88

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      3,187)
     230    4,952        0    2,856   -1,749    3,086    3,203      101      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      5.1      2.5     88.4     92.3     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        4        1       14       15       18       20
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      144,292
COMMITMENTS
  50,755   28,371    5,163   48,867   90,550  104,785  124,084   39,507   20,209

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      7,505)
   2,979   -5,215   -1,209    5,121   13,851    6,892    7,427      614       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.2     19.7      3.6     33.9     62.8     72.6     86.0     27.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      30       14       10       24       27       59       46
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       54,776
COMMITMENTS
   9,826   28,856    1,184   28,963   10,254   39,973   40,294   14,804   14,483

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      1,442)
   2,032    1,392      142   -2,890    1,303     -716    2,836    2,158   -1,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     52.7      2.2     52.9     18.7     73.0     73.6     27.0     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      10       19        6       14       16       27       38
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      189,778
COMMITMENTS
  73,810   13,060      876  109,242  172,946  183,928  186,882    5,850    2,896

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     16,696)
  11,035     -290     -799    6,225   17,877   16,461   16,788      235      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9      6.9      0.5     57.6     91.1     96.9     98.5      3.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      52       21        4       20       20       75       44
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      182,738
COMMITMENTS
  26,481   49,905    2,692  132,786  101,658  161,959  154,255   20,779   28,484

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     -8,805)
  -1,103   -8,707      699   -8,263   -1,537   -8,667   -9,545     -139      740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     27.3      1.5     72.7     55.6     88.6     84.4     11.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      21       31       10       26       32       56       64
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      172,415
COMMITMENTS
  51,238   52,849   10,619   93,248   61,336  155,106  124,805   17,309   47,610

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      3,655)
 -10,939    7,808    3,864   13,155  -11,360    6,080      312   -2,425    3,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7     30.7      6.2     54.1     35.6     90.0     72.4     10.0     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      20       55       24       29       29       67       90
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      322,823
COMMITMENTS
  34,214  140,334   40,258  208,754   75,863  283,227  256,456   39,596   66,367

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     -9,723)
   5,097  -26,262    6,527  -23,308   12,511  -11,684   -7,224    1,961   -2,499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     43.5     12.5     64.7     23.5     87.7     79.4     12.3     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      35       77       54       55       56      124      154
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       35,159
COMMITMENTS
  27,006    4,892      418    3,110   28,059   30,534   33,369    4,625    1,790

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     -1,730)
  -2,416     -319        0      398   -1,518   -2,018   -1,837      288      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.8     13.9      1.2      8.8     79.8     86.8     94.9     13.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      25       10        2        7       12       33       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,510,738
COMMITMENTS
 703,907  532,069  5913182  7004049  7054100 13621138 13499351  889,599  1011386

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:    190,743)
 -71,224   35,425  131,857  119,093  -11,686  179,726  155,597   11,016   35,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      3.7     40.8     48.3     48.6     93.9     93.0      6.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      65       59      108      150      152      277      266
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      953,654
COMMITMENTS
  80,188  103,047   68,891  681,162  673,329  830,240  845,267  123,414  108,387

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     15,095)
   5,176   -6,028      299   10,057   14,034   15,532    8,304     -437    6,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     10.8      7.2     71.4     70.6     87.1     88.6     12.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      584)
     119      118      102      252      246      419      418
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      325,683
COMMITMENTS
  13,784   17,414   26,923  210,613  231,638  251,320  275,975   74,363   49,708

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      4,453)
   1,249   -1,660    1,729    2,297     -651    5,276     -581     -823    5,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      5.3      8.3     64.7     71.1     77.2     84.7     22.8     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      13       17       23       72       65       98       92
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,139,856
COMMITMENTS
 368,017  464,165  173,841  2352742  2208455  2894601  2846462  245,255  293,393

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     53,209)
  15,234  -26,244   -2,750   38,797   73,421   51,281   44,427    1,928    8,781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     14.8      5.5     74.9     70.3     92.2     90.7      7.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      549)
     115      108       92      228      232      383      392
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      112,257
COMMITMENTS
  14,863    4,652        0   86,027  103,886  100,890  108,538   11,367    3,719

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      3,543)
     914     -677        0    1,695    4,302    2,609    3,625      935      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      4.1      0.0     76.6     92.5     89.9     96.7     10.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      13        6        0       53       36       66       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      116,603
COMMITMENTS
  30,774    5,556    2,457   74,462  103,359  107,692  111,371    8,911    5,232

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      4,512)
   2,310     -571      352    1,405    4,185    4,067    3,965      445      547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      4.8      2.1     63.9     88.6     92.4     95.5      7.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      80       32       20       84       92      171      138
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       18,552
COMMITMENTS
   1,379      979        0   14,097   16,750   15,476   17,729    3,076      823

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:        352)
     560     -246        0     -225      493      335      247       17      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      5.3      0.0     76.0     90.3     83.4     95.6     16.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        0       10       11       14       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      490,254
COMMITMENTS
 152,774   28,683    6,484  301,823  433,045  461,081  468,212   29,173   22,042

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     20,799)
  10,475       98       35    8,148   18,458   18,658   18,591    2,140    2,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.2      5.9      1.3     61.6     88.3     94.0     95.5      6.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      78       34       18       78       91      162      137
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      173,296
COMMITMENTS
 103,231   25,003    7,666   26,037  117,819  136,934  150,489   36,362   22,807

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     13,196)
  11,053    7,745    1,365      845    6,002   13,262   15,112      -66   -1,916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.6     14.4      4.4     15.0     68.0     79.0     86.8     21.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      42       26       17       22       29       75       61
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       36,664
COMMITMENTS
   6,376   11,302      500   22,615    6,143   29,491   17,945    7,173   18,719

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      5,054)
   1,008    1,144        0    4,502       19    5,510    1,163     -456    3,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     30.8      1.4     61.7     16.8     80.4     48.9     19.6     51.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      13       11        1       26        9       40       20
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       45,261
COMMITMENTS
  12,990    4,404    3,072   20,157   26,916   36,219   34,392    9,042   10,869

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      1,507)
   1,028    1,895      583   -1,376    4,934      235    7,412    1,272   -5,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7      9.7      6.8     44.5     59.5     80.0     76.0     20.0     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      18        8        4       23       25       41       37
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:        9,528
COMMITMENTS
   5,353      645        0    2,754    8,742    8,107    9,387    1,421      141

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:       -183)
     996     -344        0   -1,359      175     -363     -169      180      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.2      6.8      0.0     28.9     91.8     85.1     98.5     14.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        2        0        6        3       17        5
```

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Updated March 2, 2012