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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   129,189
Positions
    26,762     11,621      6,867     17,939     34,108        608     26,312     49,039      5,787      7,750        421        249     36,915     20,489
 
Changes from:       January 31, 2012                                 Total Change is:     1,589
    -9,862      4,495        850       -231       -353         -3      9,488     -1,537       -907        -12        412        -32      2,298     -1,336
 
Percent of Open Interest Represented by Each Category of Trader
      20.7        9.0        5.3       13.9       26.4        0.5       20.4       38.0        4.5        6.0        0.3        0.2       28.6       15.9
 
Number of Traders in Each Category                                    Total Traders:        80
         7         10          8          6          4          .         26         15          9         10          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    44,859
Positions
    11,890      6,360      1,854        870      1,940        290     17,900     16,816      1,088        537          0          0     10,431     16,512
 
Changes from:       January 31, 2012                                 Total Change is:     1,158
       482        837       -435         -7        -32         15      2,657        434       -776          0          0          0       -778      1,116
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       14.2        4.1        1.9        4.3        0.6       39.9       37.5        2.4        1.2        0.0        0.0       23.3       36.8
 
Number of Traders in Each Category                                    Total Traders:        45
         7          7          6          .          4          .         11         14          6          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   199,870
Positions
   130,292      7,666      2,269     10,767     76,170      3,245     29,572     77,182      2,191      1,603      2,075        135     19,796     28,937
 
Changes from:       January 31, 2012                                 Total Change is:     2,319
    -6,485      1,550        -20      2,571     -3,141       -594      4,139      6,985     -1,503        435        742        -25      3,800     -1,675
 
Percent of Open Interest Represented by Each Category of Trader
      65.2        3.8        1.1        5.4       38.1        1.6       14.8       38.6        1.1        0.8        1.0        0.1        9.9       14.5
 
Number of Traders in Each Category                                    Total Traders:        95
        10          8          9          7         14          5         21         31         10          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   187,706
Positions
     1,881     73,815      5,071     66,621      7,531      1,248     81,244     60,687      2,685        751      1,927        196     28,009     34,545
 
Changes from:       January 31, 2012                                 Total Change is:     3,689
        99      2,038       -498      1,587     -2,863       -192      4,452      7,035       -913         -5     -1,056         -3       -837        141
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       39.3        2.7       35.5        4.0        0.7       43.3       32.3        1.4        0.4        1.0        0.1       14.9       18.4
 
Number of Traders in Each Category                                    Total Traders:       113
         .         22          9          9          7          .         28         38         15          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   325,847
Positions
   124,183     36,143      9,071     60,912     31,126      4,354     59,889    144,725     22,127      5,157      9,797      3,798     36,356     64,706
 
Changes from:       January 31, 2012                                 Total Change is:   -29,703
    -9,364      1,433     -3,641      3,361     -1,037       -457     -9,362    -15,101     -9,221        -60      1,334     -1,149        191     -1,863
 
Percent of Open Interest Represented by Each Category of Trader
      38.1       11.1        2.8       18.7        9.6        1.3       18.4       44.4        6.8        1.6        3.0        1.2       11.2       19.9
 
Number of Traders in Each Category                                    Total Traders:       188
        24         13         14         15         18         11         27         64         32          7         20         13
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   157,486
Positions
    12,035     52,147      6,037      5,559     41,700      1,056     93,106     28,000      3,788        524      3,042        750     34,631     20,966
 
Changes from:       January 31, 2012                                 Total Change is:    -5,381
    -1,815      1,178     -1,266        574       -532        -10     -3,179     -2,580     -2,785       -504      1,521       -257      3,862       -649
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       33.1        3.8        3.5       26.5        0.7       59.1       17.8        2.4        0.3        1.9        0.5       22.0       13.3
 
Number of Traders in Each Category                                    Total Traders:        93
         5         13          7          6          8          4         36         15         12          4          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   126,958
Positions
    42,389     41,050     74,531          0          0          0      6,311      8,031      3,264          0          0          0        463         82
 
Changes from:       January 31, 2012                                 Total Change is:        96
      -460       -531        395          0          0          0        -70        338          0          0          0          0        232       -105
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       32.3       58.7        0.0        0.0        0.0        5.0        6.3        2.6        0.0        0.0        0.0        0.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         6         11         12          0          0          0          .          .          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   145,645
Positions
    61,954     62,073      1,213     22,133        815        707     51,120     73,765        938      2,221      2,535          0      5,359      3,599
 
Changes from:       January 31, 2012                                 Total Change is:    -4,922
    -6,950         94         86     -1,047        -54          0      1,843     -4,322         -3        642        -77          0        507       -646
 
Percent of Open Interest Represented by Each Category of Trader
      42.5       42.6        0.8       15.2        0.6        0.5       35.1       50.6        0.6        1.5        1.7        0.0        3.7        2.5
 
Number of Traders in Each Category                                    Total Traders:        99
         6         14          .         10          .          .         33         18          4         10          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    35,020
Positions
     1,712     22,070        205        265        190          0     27,747     10,504        175        469        342          0      4,447      1,534
 
Changes from:       January 31, 2012                                 Total Change is:     3,393
        78      2,913          0        265       -259          0      2,675        933          0         49       -101          0        326        -93
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       63.0        0.6        0.8        0.5        0.0       79.2       30.0        0.5        1.3        1.0        0.0       12.7        4.4
 
Number of Traders in Each Category                                    Total Traders:        47
         .         11          .          .          .          0         19          9          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    56,853
Positions
    14,548     33,754        210      3,486      2,212        723     25,349     13,092        975      3,728        787        616      7,219      4,484
 
Changes from:       January 31, 2012                                 Total Change is:     3,293
        79        630         42        253       -322        186      2,391      2,348        -61         76        438        255         73       -223
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       59.4        0.4        6.1        3.9        1.3       44.6       23.0        1.7        6.6        1.4        1.1       12.7        7.9
 
Number of Traders in Each Category                                    Total Traders:        98
        16         17          5          .          6          .         28         17          7          6          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   113,705
Positions
    29,096     67,509        419      6,972      4,423      1,446     50,698     26,184      1,949      7,455      1,575      1,232     14,438      8,969
 
Changes from:       January 31, 2012                                 Total Change is:     6,586
       157      1,260         83        506       -644        371      4,782      4,697       -122        152        877        510        147       -446
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       59.4        0.4        6.1        3.9        1.3       44.6       23.0        1.7        6.6        1.4        1.1       12.7        7.9
 
Number of Traders in Each Category                                    Total Traders:        98
        16         17          5          .          6          .         28         17          7          6          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   944,693
Positions
    47,056    202,104     47,288    371,933    175,093     62,429     90,388    149,086    135,541     27,919     33,896     30,614    131,524    108,641
 
Changes from:       January 31, 2012                                 Total Change is:    29,691
     3,428      7,626      2,840      5,120    -14,642        664     -5,645        271     23,409     -1,084      3,040      4,400     -3,442      2,082
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       21.4        5.0       39.4       18.5        6.6        9.6       15.8       14.3        3.0        3.6        3.2       13.9       11.5
 
Number of Traders in Each Category                                    Total Traders:       556
        38         53         44        116         66         63         86        119         95         35         43         31
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   339,591
Positions
    30,600    117,859      5,790    107,682     43,431     15,064     20,465     27,574     61,256      2,944     12,788     13,187     82,604     42,642
 
Changes from:       January 31, 2012                                 Total Change is:    18,706
     2,306      1,584      1,630       -453     -1,809        126      1,391      3,277     12,603       -200        -37      1,474       -171       -143
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       34.7        1.7       31.7       12.8        4.4        6.0        8.1       18.0        0.9        3.8        3.9       24.3       12.6
 
Number of Traders in Each Category                                    Total Traders:       126
         9         18         11         27         13         12         14         29         36          5         11         12
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,025,509
Positions
   184,070    523,007    105,708  1,363,572    700,628    194,508    442,206    700,151    278,833    132,582    113,248     79,430    244,601    329,996
 
Changes from:       January 31, 2012                                 Total Change is:    54,923
     2,122     26,719      9,542     32,290    -59,737     -1,739    -27,057     -6,912     45,915     -4,080     15,725     14,287    -16,356     11,125
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       17.3        3.5       45.1       23.2        6.4       14.6       23.1        9.2        4.4        3.7        2.6        8.1       10.9
 
Number of Traders in Each Category                                    Total Traders:       522
        38         51         34        103         62         59         87        111         87         32         38         25
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   110,043
Positions
    21,025     25,220          0     53,939     61,463      4,805     15,783      8,525      1,793      1,960      4,286          0     10,738      3,951
 
Changes from:       January 31, 2012                                 Total Change is:       436
      -298      2,651        -53      2,737       -469     -3,355       -209        353      1,789        181        -89          0       -356       -390
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       22.9        0.0       49.0       55.9        4.4       14.3        7.7        1.6        1.8        3.9        0.0        9.8        3.6
 
Number of Traders in Each Category                                    Total Traders:        91
         8          9          0         31         12         13         16          8          .          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    94,375
Positions
     7,334     46,493     10,131     22,817      9,409      1,630     35,095     12,424      5,654      2,142      3,537        335      9,236      4,761
 
Changes from:       January 31, 2012                                 Total Change is:     1,345
       144         97        110     -3,360       -139        -42      3,536      1,066        315        113       -559         44        485        453
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       49.3       10.7       24.2       10.0        1.7       37.2       13.2        6.0        2.3        3.7        0.4        9.8        5.0
 
Number of Traders in Each Category                                    Total Traders:       250
        23         28         12         35         24          9         70         39         21         18         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    15,736
Positions
     8,195     11,148         22          0        300          0      4,316      2,579          0          0        979          0      3,203        708
 
Changes from:       January 31, 2012                                 Total Change is:       237
       392          1          1          0          0          0       -253        246          0          0          0          0         97        -11
 
Percent of Open Interest Represented by Each Category of Trader
      52.1       70.8        0.1        0.0        1.9        0.0       27.4       16.4        0.0        0.0        6.2        0.0       20.4        4.5
 
Number of Traders in Each Category                                    Total Traders:        23
         9          8          .          0          .          0          .          .          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   393,195
Positions
    42,479    223,512      3,760    114,087     45,546      8,149    175,477     70,806      6,689     10,710     12,789      1,676     30,167     20,268
 
Changes from:       January 31, 2012                                 Total Change is:     5,537
      -346      1,371       -350    -16,798       -694       -209     17,991      3,148      2,526        564     -2,795        222      1,937      2,317
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       56.8        1.0       29.0       11.6        2.1       44.6       18.0        1.7        2.7        3.3        0.4        7.7        5.2
 
Number of Traders in Each Category                                    Total Traders:       249
        23         27          5         35         24          9         70         39         19         18         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   389,430
Positions
   130,972     30,590     18,530    129,055    192,675     28,357     48,798     85,760      3,784      9,591     11,286        644     19,699     17,803
 
Changes from:       January 31, 2012                                 Total Change is:   -14,068
   -11,951      2,878     -2,607      6,679    -10,768       -865     -7,197       -672     -1,764      1,767     -1,241        224      1,646        748
 
Percent of Open Interest Represented by Each Category of Trader
      33.6        7.9        4.8       33.1       49.5        7.3       12.5       22.0        1.0        2.5        2.9        0.2        5.1        4.6
 
Number of Traders in Each Category                                    Total Traders:       240
        20         13          5         47         40         24         41         55         17          8         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    24,074
Positions
     5,868      1,393          0      6,586        853         32      4,473      5,966        501        600      5,435          0      6,014      9,894
 
Changes from:       January 31, 2012                                 Total Change is:     2,239
       368        906          0        220          0        -21        979        878        501          0        460          0        192       -485
 
Percent of Open Interest Represented by Each Category of Trader
      24.4        5.8        0.0       27.4        3.5        0.1       18.6       24.8        2.1        2.5       22.6        0.0       25.0       41.1
 
Number of Traders in Each Category                                    Total Traders:        44
         7          4          0         11          .          .         10          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    44,693
Positions
    13,860      5,174      1,525      7,686      2,914        876     10,823      2,400      2,249      2,452        228          0      5,222     29,327
 
Changes from:       January 31, 2012                                 Total Change is:     2,262
      -153     -3,285        -11        577        -65         21      4,707       -692     -2,685        359        228          0       -553      8,751
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       11.6        3.4       17.2        6.5        2.0       24.2        5.4        5.0        5.5        0.5        0.0       11.7       65.6
 
Number of Traders in Each Category                                    Total Traders:        58
        13          9          4          7          .          4         16          6          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    45,961
Positions
     2,338      3,663        179     31,687     25,437      4,052      3,139     10,606        165          0          0          0      4,401      1,859
 
Changes from:       January 31, 2012                                 Total Change is:      -676
       -79         30         79       -119       -207       -554        338        182          0          0          0          0       -341       -206
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        8.0        0.4       68.9       55.3        8.8        6.8       23.1        0.4        0.0        0.0        0.0        9.6        4.0
 
Number of Traders in Each Category                                    Total Traders:        53
         .          .          .         18         20         10          4          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    76,474
Positions
    11,141     22,980        907     33,920     24,086      3,419     10,283     20,808        317      6,294        263        600      9,593      3,094
 
Changes from:       January 31, 2012                                 Total Change is:     4,146
     2,977        313          7       -980         89        235        570      5,061          0      1,494       -226          0       -157     -1,333
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       30.0        1.2       44.4       31.5        4.5       13.4       27.2        0.4        8.2        0.3        0.8       12.5        4.0
 
Number of Traders in Each Category                                    Total Traders:        85
         8         13          .         20          9         10         14          9          .         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   746,640
Positions
    20,625     77,200     40,133    270,668    136,359    102,503     62,579     85,258     77,969      9,501     55,418      7,687    154,975    164,114
 
Changes from:       January 31, 2012                                 Total Change is:    20,726
     5,788    -22,562      2,831    -14,400     24,853      4,586     -1,892        182     21,426        -11    -15,487      2,038        360      2,859
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       10.3        5.4       36.3       18.3       13.7        8.4       11.4       10.4        1.3        7.4        1.0       20.8       22.0
 
Number of Traders in Each Category                                    Total Traders:       165
        10         15         18         43         22         35         29         31         41          6          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   380,149
Positions
     4,615    145,743        856    280,218     28,454     32,132      1,830    118,950        951      1,375      1,949        270     57,901     50,844
 
Changes from:       January 31, 2012                                 Total Change is:       425
    -1,931      3,020        204      1,271     -3,040      4,266        -42       -902         87      1,375     -1,611        270     -5,075     -1,869
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       38.3        0.2       73.7        7.5        8.5        0.5       31.3        0.3        0.4        0.5        0.1       15.2       13.4
 
Number of Traders in Each Category                                    Total Traders:        70
         .         10          4         37          7         18          .         11          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   951,306
Positions
    80,731    134,045      7,374    170,767    252,045     84,830    369,420    296,880     35,302     78,923     32,412      8,327    115,631    100,090
 
Changes from:       January 31, 2012                                 Total Change is:    -2,253
      -487        116        236     17,450     16,673       -874     -6,770    -15,773       -993     -1,378     -3,137        257     -9,694      1,242
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       14.1        0.8       18.0       26.5        8.9       38.8       31.2        3.7        8.3        3.4        0.9       12.2       10.5
 
Number of Traders in Each Category                                    Total Traders:       220
        14         26         14         36         36         43         46         33         27         15         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,121,874
Positions
   139,408    121,382    152,180    722,670    836,342    158,824    341,283    128,264    187,181     63,307    107,880     51,934    305,088    377,887
 
Changes from:       January 31, 2012                                 Total Change is:   103,084
    43,450    -19,194     29,140    -20,575     78,655    -28,542     26,811    -47,976     42,092    -15,111     11,037     18,966      6,852     18,904
 
Percent of Open Interest Represented by Each Category of Trader
       6.6        5.7        7.2       34.1       39.4        7.5       16.1        6.0        8.8        3.0        5.1        2.4       14.4       17.8
 
Number of Traders in Each Category                                    Total Traders:       266
        24         32         48         25         59         47         43         53         63          8         22         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,615,785
Positions
    87,195    186,246     58,788    540,433    663,912    169,485    251,843    107,558    108,860    141,062     68,789     16,182    241,937    235,965
 
Changes from:       January 31, 2012                                 Total Change is:    -7,501
    14,346    -26,470      9,266     47,198     11,884     -4,048     -6,228     -4,930     -5,411    -58,348      3,047      1,061     -5,337      8,100
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       11.5        3.6       33.4       41.1       10.5       15.6        6.7        6.7        8.7        4.3        1.0       15.0       14.6
 
Number of Traders in Each Category                                    Total Traders:       200
        16         27         21         22         43         45         38         33         34          7         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   586,290
Positions
   133,613    186,248    205,479        540      1,093      2,583     80,354     29,136    102,279      9,421      3,917     15,818     36,202     39,737
 
Changes from:       January 31, 2012                                 Total Change is:   -51,565
   -31,310    -54,593     12,054       -565          0     -1,391     -6,552      4,232     -4,676     -8,843       -357     -6,081     -4,202       -753
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       31.8       35.0        0.1        0.2        0.4       13.7        5.0       17.4        1.6        0.7        2.7        6.2        6.8
 
Number of Traders in Each Category                                    Total Traders:        93
        17         29         41          .          .          .         18         15         28          .          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is13,915,719
Positions
 1,299,185  2,176,598  3,273,027  1,136,396    495,160    153,189    919,018    380,784  5,229,355     86,145    326,091    868,706    950,699  1,012,810
 
Changes from:       January 31, 2012                                 Total Change is:   291,036
    91,842    -68,615    102,929   -108,889    133,012      6,042    -14,009    -54,612    324,909      6,825    -56,147   -133,399     14,787     36,919
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       15.6       23.5        8.2        3.6        1.1        6.6        2.7       37.6        0.6        2.3        6.2        6.8        7.3
 
Number of Traders in Each Category                                    Total Traders:       280
        23         60         80         11         15         19         69         59        112         14         20         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     9,519
Positions
     5,118      2,894          0      1,568        903         11      1,187      5,424         33      1,380        160          0        222         94
 
Changes from:       January 31, 2012                                 Total Change is:       -52
      -125        186          0       -126        123          0        186       -351          3         20          0          0        -10        -13
 
Percent of Open Interest Represented by Each Category of Trader
      53.8       30.4        0.0       16.5        9.5        0.1       12.5       57.0        0.3       14.5        1.7        0.0        2.3        1.0
 
Number of Traders in Each Category                                    Total Traders:        30
         .          .          0          .          5          .          6          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    13,177
Positions
     9,876      8,526          0      1,046      1,810          0      1,928      2,412          0         70        305          0        257        124
 
Changes from:       January 31, 2012                                 Total Change is:      -395
    -1,398         62          0        -12        -36          0        994       -381          0         30        -40          0         -9          0
 
Percent of Open Interest Represented by Each Category of Trader
      74.9       64.7        0.0        7.9       13.7        0.0       14.6       18.3        0.0        0.5        2.3        0.0        2.0        0.9
 
Number of Traders in Each Category                                    Total Traders:        34
         4          5          0          .          4          0          5         10          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    53,864
Positions
    18,093     29,781        190      2,585        360        567     18,030     16,432      1,099      3,685        653          3      9,612      4,779
 
Changes from:       January 31, 2012                                 Total Change is:    -1,656
       -52       -111          2       -396          0         30     -2,210     -3,890       -417       -517       -112         -2      1,905      2,844
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       55.3        0.4        4.8        0.7        1.1       33.5       30.5        2.0        6.8        1.2        0.0       17.8        8.9
 
Number of Traders in Each Category                                    Total Traders:       101
         6          4          .          8          .          .         31         23          5         19          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   191,134
Positions
    72,794     30,731     29,195     12,994      2,844      1,285      9,803     59,142     13,810      1,602      8,997     27,001     22,650     18,129
 
Changes from:       January 31, 2012                                 Total Change is:    19,780
    11,226      3,438      2,322      1,402        429       -154      1,329      9,390      1,707        567      3,432      1,198        183     -1,982
 
Percent of Open Interest Represented by Each Category of Trader
      38.1       16.1       15.3        6.8        1.5        0.7        5.1       30.9        7.2        0.8        4.7       14.1       11.9        9.5
 
Number of Traders in Each Category                                    Total Traders:        96
        16         10         16          9          4          4         17         24         24          6          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    16,336
Positions
    11,288        868          0      1,910        979        200      1,817     12,689        168        290      1,096        315        348         21
 
Changes from:       January 31, 2012                                 Total Change is:       -40
      -342       -549          0        237        -22       -230          0        809          0        290        -50          3          2         -1
 
Percent of Open Interest Represented by Each Category of Trader
      69.1        5.3        0.0       11.7        6.0        1.2       11.1       77.7        1.0        1.8        6.7        1.9        2.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          4          .          .          .          7          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated February 10, 2012