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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,720
COMMITMENTS
     476      113       56    4,386    4,881    4,918    5,050      802      670

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:        380)
      49       -5       21      358      450      428      466      -48      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      2.0      1.0     76.7     85.3     86.0     88.3     14.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        2       13       10       18       12
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       35,185
COMMITMENTS
   5,781   10,298    1,066   23,871   17,595   30,718   28,959    4,467    6,226

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      1,186)
     271      465      151    1,189      131    1,611      747     -425      439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     29.3      3.0     67.8     50.0     87.3     82.3     12.7     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      11       23        9       24       24       40       51
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      266,858
COMMITMENTS
  82,275   52,885   49,758  103,513  123,267  235,546  225,910   31,312   40,948

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      7,948)
   2,045    2,271    2,883      868      846    5,796    6,000    2,152    1,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     19.8     18.6     38.8     46.2     88.3     84.7     11.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      99       90      122       49       79      219      245
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      366,012
COMMITMENTS
 135,674   69,741   55,864  144,466  173,673  336,004  299,278   30,008   66,734

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      8,373)
   3,535    6,552    3,580      474   -1,728    7,589    8,404      784      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     19.1     15.3     39.5     47.5     91.8     81.8      8.2     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      446)
     144      103      117       71      168      290      327
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,457
COMMITMENTS
   4,237    3,357    1,587    2,671    3,717    8,495    8,661    1,962    1,796

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:        453)
      80       88      263      -58      423      285      774      168     -321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5     32.1     15.2     25.5     35.5     81.2     82.8     18.8     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      31       24       16       17       24       60       58
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       56,207
COMMITMENTS
  25,283    8,149   12,155    9,860   12,701   47,298   33,005    8,909   23,202

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      1,459)
     853       28      -86      292      677    1,059      619      400      840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0     14.5     21.6     17.5     22.6     84.1     58.7     15.9     41.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      71       43       53       30       71      133      147
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,530
COMMITMENTS
      61    4,474       15    7,821    2,683    7,897    7,172      633    1,358

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:        747)
      -5      278        7      588      302      590      587      157      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     52.5      0.2     91.7     31.5     92.6     84.1      7.4     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        8        2       12        8       15       16
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      129,332
COMMITMENTS
  11,526    6,742    3,316  113,922  119,186  128,764  129,244      568       88

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      4,058)
     230    4,952        0    3,727     -878    3,957    4,074      101      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      5.2      2.6     88.1     92.2     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        4        1       14       15       18       20
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      136,553
COMMITMENTS
  50,763   28,283    3,292   45,369   86,896   99,424  118,471   37,129   18,082

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      7,304)
   2,979   -5,389   -1,194    4,949   13,958    6,734    7,375      570      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     20.7      2.4     33.2     63.6     72.8     86.8     27.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      29       13        8       23       25       55       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       52,360
COMMITMENTS
   9,775   29,166      127   28,273    9,637   38,175   38,930   14,185   13,430

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      1,163)
   1,875    1,420      -53   -2,970    1,195   -1,148    2,562    2,311   -1,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     55.7      0.2     54.0     18.4     72.9     74.4     27.1     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10       18        4       10       16       22       36
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      189,778
COMMITMENTS
  73,810   13,060      876  109,242  172,946  183,928  186,882    5,850    2,896

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     16,696)
  11,035     -290     -799    6,225   17,877   16,461   16,788      235      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9      6.9      0.5     57.6     91.1     96.9     98.5      3.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      52       21        4       20       20       75       44
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      176,885
COMMITMENTS
  26,931   50,166      763  130,209   99,507  157,903  150,436   18,982   26,449

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     -9,783)
    -686   -8,801      161   -8,826   -1,534   -9,351  -10,174     -432      391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     28.4      0.4     73.6     56.3     89.3     85.0     10.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      22       30        7       22       31       50       62
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      148,310
COMMITMENTS
  51,558   52,761      704   83,362   52,335  135,624  105,800   12,686   42,510

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     -2,241)
 -10,504    7,956      566   10,823  -13,808      885   -5,286   -3,126    3,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     35.6      0.5     56.2     35.3     91.4     71.3      8.6     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      19       49        7       27       24       51       75
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      271,282
COMMITMENTS
  35,728  145,402    5,488  194,512   63,056  235,728  213,946   35,554   57,336

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:    -16,243)
   6,359  -26,126    2,257  -26,639   11,439  -18,023  -12,430    1,780   -3,813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     53.6      2.0     71.7     23.2     86.9     78.9     13.1     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      30       68       17       48       50       89      125
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       35,159
COMMITMENTS
  27,006    4,892      418    3,110   28,059   30,534   33,369    4,625    1,790

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     -1,730)
  -2,416     -319        0      398   -1,518   -2,018   -1,837      288      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.8     13.9      1.2      8.8     79.8     86.8     94.9     13.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      25       10        2        7       12       33       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,567,848
COMMITMENTS
 775,501  711,045  1763118  5190678  5147110  7729297  7621273  838,551  946,575

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:    122,842)
 -71,163   20,631   68,858  111,297   -4,417  108,992   85,072   13,850   37,770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      8.3     20.6     60.6     60.1     90.2     89.0      9.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      57       45       88      138      143      246      237
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      811,993
COMMITMENTS
  80,391  104,618   22,059  596,662  589,934  699,112  716,611  112,881   95,382

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      3,941)
   5,655   -6,039   -3,685    3,134    8,227    5,104   -1,496   -1,163    5,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     12.9      2.7     73.5     72.7     86.1     88.3     13.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      555)
     110      100       48      234      239      362      369
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      246,409
COMMITMENTS
  12,424   17,440    1,817  165,213  184,938  179,454  204,195   66,955   42,214

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     -1,108)
   1,353   -1,867       46   -1,095   -3,421      304   -5,242   -1,412    4,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      7.1      0.7     67.0     75.1     72.8     82.9     27.2     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      10        9        5       55       56       67       68
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,827,921
COMMITMENTS
 370,112  466,168   70,934  2157245  2024978  2598291  2562080  229,630  265,841

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     25,245)
  16,472  -25,896  -13,616   21,143   58,240   23,999   18,728    1,246    6,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     16.5      2.5     76.3     71.6     91.9     90.6      8.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      530)
     104      101       46      210      222      334      349
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      112,250
COMMITMENTS
  14,863    4,652        0   86,022  103,884  100,885  108,536   11,365    3,714

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      3,543)
     914     -677        0    1,694    4,302    2,608    3,625      935      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      4.1      0.0     76.6     92.5     89.9     96.7     10.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      13        6        0       52       36       65       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      114,795
COMMITMENTS
  30,705    5,582    1,919   73,407  102,296  106,030  109,798    8,765    4,998

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      4,119)
   2,396     -598      180    1,110    4,039    3,686    3,621      433      498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      4.9      1.7     63.9     89.1     92.4     95.6      7.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      78       31       15       80       91      163      133
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       18,544
COMMITMENTS
   1,379      979        0   14,097   16,750   15,476   17,729    3,068      815

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:        351)
     560     -246        0     -225      493      335      247       16      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      5.3      0.0     76.0     90.3     83.5     95.6     16.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        0       10       11       14       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      481,256
COMMITMENTS
 152,427   28,815    3,797  296,548  427,731  452,772  460,343   28,484   20,913

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     18,841)
  10,905      -35     -822    6,673   17,729   16,756   16,872    2,085    1,969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7      6.0      0.8     61.6     88.9     94.1     95.7      5.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      76       33       13       73       90      153      132
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      161,219
COMMITMENTS
 103,665   25,464    2,900   20,156  113,145  126,721  141,509   34,498   19,710

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     11,379)
  11,432    7,931      -19     -198    5,323   11,215   13,235      164   -1,856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.3     15.8      1.8     12.5     70.2     78.6     87.8     21.4     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      41       23        6       17       28       62       53
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       36,664
COMMITMENTS
   6,376   11,302      500   22,615    6,143   29,491   17,945    7,173   18,719

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      5,054)
   1,008    1,144        0    4,502       19    5,510    1,163     -456    3,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     30.8      1.4     61.7     16.8     80.4     48.9     19.6     51.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      13       11        1       26        9       40       20
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       45,261
COMMITMENTS
  12,990    4,404    3,072   20,157   26,916   36,219   34,392    9,042   10,869

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      1,507)
   1,028    1,895      583   -1,376    4,934      235    7,412    1,272   -5,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7      9.7      6.8     44.5     59.5     80.0     76.0     20.0     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      18        8        4       23       25       41       37
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:        9,528
COMMITMENTS
   5,353      645        0    2,754    8,742    8,107    9,387    1,421      141

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:       -183)
     996     -344        0   -1,359      175     -363     -169      180      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.2      6.8      0.0     28.9     91.8     85.1     98.5     14.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        2        0        6        3       17        5
```

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Updated March 2, 2012