```
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   147,837
Positions
     4,415     77,297      4,333      9,612      7,085        142     62,023     34,753      4,573      9,883          1        333     52,523     19,320
 
Changes from:       February 15, 2011                                Total Change is:      -183
        28       -597         16        101         60         -1     -5,491     27,571        239      1,198    -28,009        -11      3,737        548
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       52.3        2.9        6.5        4.8        0.1       42.0       23.5        3.1        6.7        0.0        0.2       35.5       13.1
 
Number of Traders in Each Category                                    Total Traders:        86
         .         17          7          4          4          .         31         14         12         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    47,875
Positions
     4,704     17,368      2,201        930      1,084         77     19,114     11,734      1,110          0          0          0     19,739     14,300
 
Changes from:       February 15, 2011                                Total Change is:     3,374
       142        591        711          0        -44          0        469      3,890        828          0     -5,000          0      1,225      2,399
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       36.3        4.6        1.9        2.3        0.2       39.9       24.5        2.3        0.0        0.0        0.0       41.2       29.9
 
Number of Traders in Each Category                                    Total Traders:        42
         5         10          6          .          .          .         16          8          7          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   135,110
Positions
     8,435     41,840     11,107      6,813     19,446      1,219     66,486     28,971      3,502      2,607      4,545      1,361     33,579     23,119
 
Changes from:       February 15, 2011                                Total Change is:    -7,880
     4,105     -4,632      1,498         -7       -119          7    -13,930     15,345        511      1,585    -21,763        744     -2,394        528
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       31.0        8.2        5.0       14.4        0.9       49.2       21.4        2.6        1.9        3.4        1.0       24.9       17.1
 
Number of Traders in Each Category                                    Total Traders:        96
         6         16         12          4         13          5         32         16         17          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   137,102
Positions
    28,402     27,828      5,428     25,704      7,542        933     45,404     47,527      5,949      1,384      4,951         26     23,872     36,919
 
Changes from:       February 15, 2011                                Total Change is:     7,005
    10,597      2,492     -1,439       -772        -38         32     21,556      6,445        223    -23,658        798          6        460     -1,513
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       20.3        4.0       18.7        5.5        0.7       33.1       34.7        4.3        1.0        3.6        0.0       17.4       26.9
 
Number of Traders in Each Category                                    Total Traders:       119
        13         12         10         10          8          .         20         43         21          .         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   258,437
Positions
    27,055     76,424     21,660     30,158     19,713      2,387     58,152     39,658     27,597     18,845      3,538      9,964     62,620     57,496
 
Changes from:       February 15, 2011                                Total Change is:    17,805
       -10      6,850      2,351      2,265        989       -124      9,900      8,372      3,882        719     -6,086     -1,428        249      2,999
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       29.6        8.4       11.7        7.6        0.9       22.5       15.3       10.7        7.3        1.4        3.9       24.2       22.2
 
Number of Traders in Each Category                                    Total Traders:       184
        15         24         18         17         16         12         46         42         40          9         15         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   132,596
Positions
     8,259     91,944      4,326      8,672      3,579        134     70,400     10,168      3,381      1,496        964        300     35,628     17,799
 
Changes from:       February 15, 2011                                Total Change is:     3,288
     1,650        -95        114         90       -218          0      1,244      3,946        596       -635     -3,068         16        212      1,996
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       69.3        3.3        6.5        2.7        0.1       53.1        7.7        2.6        1.1        0.7        0.2       26.9       13.4
 
Number of Traders in Each Category                                    Total Traders:        77
         6         13          9          4          5          .         29         14         13          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    65,480
Positions
    14,915     36,862     16,741          0          0          0     31,484     11,240        538      1,255          0          0        548        100
 
Changes from:       February 15, 2011                                Total Change is:       754
     1,004        739        -13          0          0          0        365       -142        133          0          0          0       -735         37
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       56.3       25.6        0.0        0.0        0.0       48.1       17.2        0.8        1.9        0.0        0.0        0.8        0.2
 
Number of Traders in Each Category                                    Total Traders:        21
         6          8         10          0          0          0          4          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   149,855
Positions
     1,690    114,174         51     17,190        425          0    116,297     29,805      1,026      5,361      1,917          0      8,240      2,457
 
Changes from:       February 15, 2011                                Total Change is:       -19
       360      3,958          0        121          4          0     -1,207     15,029       -229        128    -19,323          0        808        542
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       76.2        0.0       11.5        0.3        0.0       77.6       19.9        0.7        3.6        1.3        0.0        5.5        1.6
 
Number of Traders in Each Category                                    Total Traders:       121
         6         15          .          8          .          0         63         12          4         10          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    27,830
Positions
     7,514     12,157        275          0        399          0     15,523     13,163        142      1,129        150          0      3,247      1,544
 
Changes from:       February 15, 2011                                Total Change is:        95
     2,083       -573         40       -156        192          0     -2,006      4,112        142       -108     -4,224          0        100        406
 
Percent of Open Interest Represented by Each Category of Trader
      27.0       43.7        1.0        0.0        1.4        0.0       55.8       47.3        0.5        4.1        0.5        0.0       11.7        5.5
 
Number of Traders in Each Category                                    Total Traders:        47
         7          7          .          0          .          0         16         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    59,860
Positions
    21,388     28,737      2,197      4,301      2,822        252     15,473      8,443      6,342        618      2,383        477      8,813      8,208
 
Changes from:       February 15, 2011                                Total Change is:      -583
      -504     -1,619        277        117        425        -56       -389        255        477         23         16        -95       -432       -264
 
Percent of Open Interest Represented by Each Category of Trader
      35.7       48.0        3.7        7.2        4.7        0.4       25.8       14.1       10.6        1.0        4.0        0.8       14.7       13.7
 
Number of Traders in Each Category                                    Total Traders:       107
        20         19          7          7          5          .         28         17         17          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    11,854
Positions
     5,286      8,371        168        374          0          0      4,080        752          0          0        301          0      1,946      2,262
 
Changes from:       February 15, 2011                                Total Change is:       296
         8          0          0         26          0          0        250        202          0          0         38          0         12         56
 
Percent of Open Interest Represented by Each Category of Trader
      44.6       70.6        1.4        3.2        0.0        0.0       34.4        6.3        0.0        0.0        2.5        0.0       16.4       19.1
 
Number of Traders in Each Category                                    Total Traders:        23
         7          6          .          .          0          0          5          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    96,012
Positions
    33,417     41,947      2,844      7,854      5,643        503     31,850     24,447      3,620      1,236      4,163        953     13,734     11,892
 
Changes from:       February 15, 2011                                Total Change is:    -1,758
      -655     -2,867        183        182        850       -111       -374      1,011         50         45        -45       -190       -889       -639
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       43.7        3.0        8.2        5.9        0.5       33.2       25.5        3.8        1.3        4.3        1.0       14.3       12.4
 
Number of Traders in Each Category                                    Total Traders:       102
        19         17          7          6          5          .         30         19         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,045,865
Positions
    63,069    265,604     86,465    427,131    118,511     59,947     85,135    195,025    138,414     22,717     43,631     26,887    136,100    111,381
 
Changes from:       February 15, 2011                                Total Change is:   -14,673
     3,347     -6,286      3,378       -763        342     -1,376      6,728      6,341    -28,600     -1,055      6,512        -91      3,758      5,107
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       25.4        8.3       40.8       11.3        5.7        8.1       18.6       13.2        2.2        4.2        2.6       13.0       10.6
 
Number of Traders in Each Category                                    Total Traders:       593
        37         54         39        117         59         68        104        147        120         39         35         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   420,290
Positions
    45,519    155,902     18,780    152,096     33,255      9,442     21,943     68,923     56,767      7,316     11,457     16,630     91,796     49,134
 
Changes from:       February 15, 2011                                Total Change is:   -11,624
     6,340     -1,026     -1,565     -1,640        635       -327       -279      8,042    -17,626        230       -922     -1,356      4,600      2,522
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       37.1        4.5       36.2        7.9        2.2        5.2       16.4       13.5        1.7        2.7        4.0       21.8       11.7
 
Number of Traders in Each Category                                    Total Traders:       142
        10         19         11         32         14         14         22         28         39         10          7          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,127,872
Positions
   275,808    736,568    150,368  1,390,312    441,416    237,382    511,891    826,446    212,301     95,553    179,415     32,739    221,519    311,237
 
Changes from:       February 15, 2011                                Total Change is:   -15,246
    18,117      6,783     -8,360      2,280     -3,571     -3,139     65,526     21,983    -85,361     -4,963     38,634      4,862     -4,209     12,922
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       23.5        4.8       44.4       14.1        7.6       16.4       26.4        6.8        3.1        5.7        1.0        7.1       10.0
 
Number of Traders in Each Category                                    Total Traders:       542
        40         49         32         97         53         60        103        138        106         30         32         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   100,835
Positions
    19,590     37,739        916     52,626     34,201      5,561     10,225     19,119          5      1,261          0          0     10,651      3,294
 
Changes from:       February 15, 2011                                Total Change is:       244
       132      1,332       -154         -8       -764        -18       -678       -337          4       -237          0          0      1,203        181
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       37.4        0.9       52.2       33.9        5.5       10.1       19.0        0.0        1.3        0.0        0.0       10.6        3.3
 
Number of Traders in Each Category                                    Total Traders:        92
         6         10          .         34         13         12         14         14          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    97,847
Positions
     9,587     47,169     10,924     26,209      7,311      2,537     28,882     11,685      8,155      2,645      2,880        418      8,489      6,768
 
Changes from:       February 15, 2011                                Total Change is:     5,255
       554      1,106      1,954        299       -172          1      5,651      1,948       -462       -306      1,286       -434     -2,002         27
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       48.2       11.2       26.8        7.5        2.6       29.5       11.9        8.3        2.7        2.9        0.4        8.7        6.9
 
Number of Traders in Each Category                                    Total Traders:       252
        22         31         10         41         17         13         72         42         29         14         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    21,339
Positions
     7,436     12,291      1,663      2,298          0          0      4,707      1,343        575        772      1,973          0      3,888      3,494
 
Changes from:       February 15, 2011                                Total Change is:     2,024
     1,233        491        204        -10          0          0        520       -422        369         14      1,483       -556        250        455
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       57.6        7.8       10.8        0.0        0.0       22.1        6.3        2.7        3.6        9.2        0.0       18.2       16.4
 
Number of Traders in Each Category                                    Total Traders:        26
         6          9          5          .          0          0          .          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   382,543
Positions
    34,202    197,838     22,861    119,555     36,553     12,687    151,038     81,870      7,737      9,367      4,536      2,090     23,006     16,371
 
Changes from:       February 15, 2011                                Total Change is:    16,153
       789      7,261      4,566      1,545       -859          4     26,059     12,254     -4,560     -1,602       -983        612    -11,259     -2,141
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       51.7        6.0       31.3        9.6        3.3       39.5       21.4        2.0        2.4        1.2        0.5        6.0        4.3
 
Number of Traders in Each Category                                    Total Traders:       249
        22         30          7         40         17         13         72         42         25         13         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   345,593
Positions
   113,930     41,589     13,331    114,718    119,727     19,892     54,957    116,883      5,429      2,290     11,523          5     21,041     17,214
 
Changes from:       February 15, 2011                                Total Change is:    -1,413
      -778      4,044     -3,150     -2,575      5,802       -447      5,960     -7,346        -67         64         30        -18       -403       -261
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       12.0        3.9       33.2       34.6        5.8       15.9       33.8        1.6        0.7        3.3        0.0        6.1        5.0
 
Number of Traders in Each Category                                    Total Traders:       253
        14         25          4         50         47         20         42         58         17          6         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    47,884
Positions
    13,268      5,722        166     16,164        344         12      3,950     18,026        222      2,456      1,716          0     11,646     21,676
 
Changes from:       February 15, 2011                                Total Change is:      -408
      -305      1,192         24       -400         -6          0      1,049        138        222       -444          0          0       -554     -1,978
 
Percent of Open Interest Represented by Each Category of Trader
      27.7       11.9        0.3       33.8        0.7        0.0        8.2       37.6        0.5        5.1        3.6        0.0       24.3       45.3
 
Number of Traders in Each Category                                    Total Traders:        66
        14          7          .         14          .          .         10         15          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    62,659
Positions
    21,017     19,519      2,226     12,257      5,995        655     11,759      2,521      3,259      1,777      4,386          0      9,709     24,098
 
Changes from:       February 15, 2011                                Total Change is:    -1,762
     1,748      1,318       -560          0         -8          0     -2,100     -1,859      1,921       -327       -285          0     -2,444     -2,289
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       31.2        3.6       19.6        9.6        1.0       18.8        4.0        5.2        2.8        7.0        0.0       15.5       38.5
 
Number of Traders in Each Category                                    Total Traders:        57
        16         11          .          6          .          .         11          5          6          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    31,274
Positions
         0      6,763        193     18,657      9,645      4,170      3,338      7,969          0      1,003          0          0      3,913      2,534
 
Changes from:       February 15, 2011                                Total Change is:       972
         0         76        -82        993        -23        -90       -177        875          0          0          0          0        328        216
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       21.6        0.6       59.7       30.8       13.3       10.7       25.5        0.0        3.2        0.0        0.0       12.5        8.1
 
Number of Traders in Each Category                                    Total Traders:        46
         0          .          .         19         12          8          .          8          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    35,145
Positions
     8,400     14,968         52     13,133      6,403        778      5,104     10,342         30      1,724          0          0      5,924      2,572
 
Changes from:       February 15, 2011                                Total Change is:     1,425
     1,737         -5        -28        184       -460        -10        260      1,816          0        -80          0          0       -638        112
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       42.6        0.1       37.4       18.2        2.2       14.5       29.4        0.1        4.9        0.0        0.0       16.9        7.3
 
Number of Traders in Each Category                                    Total Traders:        56
         7          6          .         12         11          6          8          8          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   710,660
Positions
    14,145     99,817     37,095    322,714    139,166     53,344     41,068    116,694     30,836     24,580     38,794      4,793    182,085    190,120
 
Changes from:       February 15, 2011                                Total Change is:    40,591
        43     15,207      4,932     -3,412     -7,336      3,183     14,023     18,097    -14,948     -3,608      7,214       -425     40,804     14,668
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       14.0        5.2       45.4       19.6        7.5        5.8       16.4        4.3        3.5        5.5        0.7       25.6       26.8
 
Number of Traders in Each Category                                    Total Traders:       145
         4         19         15         41         22         36         17         25         22          6         10          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   332,605
Positions
     2,770    113,796      5,178    229,218      3,238     16,214      1,650    132,657      4,628          0          0          0     72,947     56,893
 
Changes from:       February 15, 2011                                Total Change is:     5,902
     1,198     -1,054     -4,648     -1,382     -3,086        286      1,650      6,101      2,774          0     -1,547          0      6,025      7,076
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       34.2        1.6       68.9        1.0        4.9        0.5       39.9        1.4        0.0        0.0        0.0       21.9       17.1
 
Number of Traders in Each Category                                    Total Traders:        60
         .         11          6         28          .         13          .         17          5          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,014,127
Positions
    90,601     87,651     27,845    308,449    356,315     83,646    277,877    152,946     46,755     64,798     96,167     10,405    103,751    152,396
 
Changes from:       February 15, 2011                                Total Change is:    50,595
    14,718     -9,029      3,053     -3,828     11,936     -9,973     27,960     45,860      4,433     -1,267        -71      3,315     12,184      1,070
 
Percent of Open Interest Represented by Each Category of Trader
       8.9        8.6        2.7       30.4       35.1        8.2       27.4       15.1        4.6        6.4        9.5        1.0       10.2       15.0
 
Number of Traders in Each Category                                    Total Traders:       226
        18         32         23         33         46         36         27         41         32          7         22          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,820,681
Positions
   138,942    129,871    155,502    575,622    469,747    229,754    190,679    258,124    140,215     61,959     26,420     27,893    300,116    383,156
 
Changes from:       February 15, 2011                                Total Change is:  -266,878
    -9,607    -18,516   -133,251     -6,438     -1,336      8,985     12,808      3,381   -130,075     -8,887      3,458    -27,611     27,198     28,087
 
Percent of Open Interest Represented by Each Category of Trader
       7.6        7.1        8.5       31.6       25.8       12.6       10.5       14.2        7.7        3.4        1.5        1.5       16.5       21.0
 
Number of Traders in Each Category                                    Total Traders:       246
        31         26         45         33         52         49         44         42         56         10          8          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,411,692
Positions
   137,844    147,064     60,887    219,508    440,933    175,402    466,723     95,505     80,031     68,804     90,384      8,948    193,546    312,539
 
Changes from:       February 15, 2011                                Total Change is:  -128,540
   -16,562     16,218    -42,427    -12,451    -65,234      7,621    -33,939    -11,586    -37,488      7,150     22,694    -12,393     11,948     -5,944
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       10.4        4.3       15.5       31.2       12.4       33.1        6.8        5.7        4.9        6.4        0.6       13.7       22.1
 
Number of Traders in Each Category                                    Total Traders:       197
        22         17         28         25         40         40         35         34         35         13         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   836,962
Positions
   151,072    203,662    262,829     14,432      1,400      4,655     81,276     33,266    242,240     15,647     12,407     19,978     44,832     56,526
 
Changes from:       February 15, 2011                                Total Change is:    20,750
    16,170      3,478    -10,229        709          0        682     -3,084      4,355     13,329     -1,569       -197     -1,041      5,782     10,373
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       24.3       31.4        1.7        0.2        0.6        9.7        4.0       28.9        1.9        1.5        2.4        5.4        6.8
 
Number of Traders in Each Category                                    Total Traders:       124
        31         24         42          6          .          4         26         21         37          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is14,406,625
Positions
 1,363,815  2,967,031  3,180,208  2,321,766    575,508    343,063    802,618    434,132  4,708,259     73,593    354,474    715,235    898,069  1,128,716
 
Changes from:       February 15, 2011                                Total Change is:   197,277
  -199,136     74,907     45,504    107,732    -13,594      9,720    106,098    -14,283     76,145     16,391    -54,950     40,879     -6,056     32,950
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       20.6       22.1       16.1        4.0        2.4        5.6        3.0       32.7        0.5        2.5        5.0        6.2        7.8
 
Number of Traders in Each Category                                    Total Traders:       293
        31         60         89         11         15         21         77         60        112         14         16         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    14,635
Positions
     6,414      7,526        987      1,562        839         25        530      4,073        255      4,800        680          0         62        250
 
Changes from:       February 15, 2011                                Total Change is:       205
      -466        366          0        189       -158       -108        335       -236        255          0         55          0          0         31
 
Percent of Open Interest Represented by Each Category of Trader
      43.8       51.4        6.7       10.7        5.7        0.2        3.6       27.8        1.7       32.8        4.6        0.0        0.4        1.7
 
Number of Traders in Each Category                                    Total Traders:        30
         4          4          .          .          5          .          .          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    47,125
Positions
    28,979     19,908     14,288      1,975      1,821        119      1,316      5,364          0          0      5,512          0        448        113
 
Changes from:       February 15, 2011                                Total Change is:    -2,191
    -3,368       -934          0          0       -241         -3      1,125       -928        -16          0          0          0         71        -69
 
Percent of Open Interest Represented by Each Category of Trader
      61.5       42.2       30.3        4.2        3.9        0.3        2.8       11.4        0.0        0.0       11.7        0.0        1.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        30
         .          6          .          .          5          .          4          7          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    40,668
Positions
    13,100      2,606        677        248        308        788     16,773     30,662      1,015      2,073        934          1      5,992      3,678
 
Changes from:       February 15, 2011                                Total Change is:       259
     2,505          3        245       -193         19         13       -969        884       -910       -722       -130        -18        308        153
 
Percent of Open Interest Represented by Each Category of Trader
      32.2        6.4        1.7        0.6        0.8        1.9       41.2       75.4        2.5        5.1        2.3        0.0       14.7        9.0
 
Number of Traders in Each Category                                    Total Traders:       100
         6          5          .          .          .          .         28         32         10         14          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   162,587
Positions
    58,607     39,038     36,524      5,358      2,090      3,425      6,469     25,984     22,552      1,296      9,698      6,205     22,151     17,071
 
Changes from:       February 15, 2011                                Total Change is:   -16,010
    -2,296     -6,700        774     -1,121        228       -227     -5,800     -7,514     -8,872     -1,019      1,356         64      2,487      4,881
 
Percent of Open Interest Represented by Each Category of Trader
      36.0       24.0       22.5        3.3        1.3        2.1        4.0       16.0       13.9        0.8        6.0        3.8       13.6       10.5
 
Number of Traders in Each Category                                    Total Traders:       101
        14          9         18          8          5          5         16         28         27          4          5         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     5,634
Positions
       985      3,543          0      2,710          0          0        899      1,877         37        931        148          0         72         29
 
Changes from:       February 15, 2011                                Total Change is:        21
         0        -28          0         16          0          0          5         20          0          0          0          0          0         29
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       62.9        0.0       48.1        0.0        0.0       16.0       33.3        0.7       16.5        2.6        0.0        1.3        0.5
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          4          0          0          5          .          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    14,283
Positions
       412     13,419          0      9,689          0          0      1,670        557         24          0          0          0      2,488        283
 
Changes from:       February 15, 2011                                Total Change is:    -1,032
         4       -277          0        -53          0          0       -387         31       -110          0          0          0       -486       -676
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       94.0        0.0       67.8        0.0        0.0       11.7        3.9        0.2        0.0        0.0        0.0       17.4        2.0
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          9          0          0          4          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated February 25, 2011