```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,684
COMMITMENTS
     427      102      100    4,340    4,855    4,868    5,058      816      626

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        -45)
     -51      -46        6       55        5        9      -35      -55      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      1.8      1.8     76.4     85.4     85.6     89.0     14.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        2       15       12       19       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       53,285
COMMITMENTS
   6,109    3,365   12,687   28,405   25,217   47,201   41,268    6,084   12,017

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -648)
    -822     -673      914     -827   -1,056     -735     -816       88      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      6.3     23.8     53.3     47.3     88.6     77.4     11.4     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      13       16       19       37       32       60       57
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      305,623
COMMITMENTS
  79,603   39,570   86,293  110,315  138,133  276,211  263,995   29,412   41,628

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      9,555)
   5,342   -3,237    4,652   -1,061    6,168    8,933    7,583      622    1,972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0     12.9     28.2     36.1     45.2     90.4     86.4      9.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      93       87      121       63       76      234      224
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      412,521
COMMITMENTS
 121,857   33,725   99,443  159,787  202,499  381,087  335,667   31,435   76,854

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -20,487)
  -1,415   -3,904  -19,423      245     -321  -20,593  -23,648      106    3,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5      8.2     24.1     38.7     49.1     92.4     81.4      7.6     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      444)
     152       93      143      103      169      335      342
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,044
COMMITMENTS
   3,758    3,462    1,763    2,734    3,044    8,255    8,269    1,789    1,775

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -198)
       0   -1,545       73      -46    1,059       27     -413     -225      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4     34.5     17.6     27.2     30.3     82.2     82.3     17.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      29       25       21       16       22       58       64
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       52,912
COMMITMENTS
  22,065    3,925   13,173    9,379   12,119   44,616   29,217    8,296   23,695

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      3,314)
     694     -298    1,654      324      728    2,673    2,085      641    1,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.7      7.4     24.9     17.7     22.9     84.3     55.2     15.7     44.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      72       39       52       43       76      142      148
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,201
COMMITMENTS
       0    4,131       10    6,565    2,008    6,575    6,149      625    1,051

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -787)
       0     -760        7     -690      -90     -683     -843     -105       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     57.4      0.1     91.2     27.9     91.3     85.4      8.7     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        1       13       10       14       14
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      126,958
COMMITMENTS
  10,081      992    3,193  113,221  122,691  126,495  126,876      463       82

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:         96)
     -70      458        0      -66     -257     -136      201      232     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.8      2.5     89.2     96.6     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        3        1       14       15       17       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      129,189
COMMITMENTS
  36,981   34,765    5,697   49,596   68,237   92,274  108,700   36,915   20,489

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      1,589)
   7,107  -14,616    1,544   -9,360   15,997     -709    2,925    2,298   -1,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6     26.9      4.4     38.4     52.8     71.4     84.1     28.6     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      33       11        7       23       28       60       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       44,859
COMMITMENTS
   8,111   17,775    1,452   24,866    9,120   34,428   28,347   10,431   16,512

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      1,158)
   2,060      703     -753      630       92    1,937       42     -778    1,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     39.6      3.2     55.4     20.3     76.7     63.2     23.3     36.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       14        6       15       15       27       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      145,645
COMMITMENTS
  44,614   10,507        3   95,669  131,536  140,286  142,046    5,359    3,599

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -4,922)
     424  -12,202        2   -5,855    7,924   -5,429   -4,276      507     -646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6      7.2      0.0     65.7     90.3     96.3     97.5      3.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      42       19        2       19       23       62       43
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      199,870
COMMITMENTS
  28,194   61,130    1,696  150,184  108,108  180,074  170,933   19,796   28,937

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      2,319)
   5,158   10,879   -1,829   -4,810   -5,056   -1,481    3,994    3,800   -1,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     30.6      0.8     75.1     54.1     90.1     85.5      9.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      22       31       10       29       28       59       61
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      187,706
COMMITMENTS
  84,866   29,294    3,200   71,631  120,667  159,698  153,161   28,009   34,545

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      3,689)
   3,978    5,397     -709    1,257   -1,141    4,526    3,548     -837      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.2     15.6      1.7     38.2     64.3     85.1     81.6     14.9     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      30       41       14       24       32       63       78
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      325,847
COMMITMENTS
  31,956  169,376   26,568  230,968   65,197  289,491  261,141   36,356   64,706

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -29,703)
   1,365  -17,200   -9,185  -22,074   -1,454  -29,894  -27,840      191   -1,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     52.0      8.2     70.9     20.0     88.8     80.1     11.2     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      31       79       40       54       54      111      147
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       35,020
COMMITMENTS
  28,201    4,866      380    1,992   28,240   30,573   33,486    4,447    1,534

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      3,393)
   2,871   -5,667        0      196    9,153    3,067    3,486      326      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.5     13.9      1.1      5.7     80.6     87.3     95.6     12.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      22       12        2        3       10       27       22
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,915,719
COMMITMENTS
 764,199  560,455  5626603  6574218  6715851 12965021 12902909  950,699  1012810

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    291,036)
  57,249  -64,284   70,732  148,268  247,670  276,249  254,117   14,787   36,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      4.0     40.4     47.2     48.3     93.2     92.7      6.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      65       52      100      144      147      262      254
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      944,693
COMMITMENTS
  73,504  101,431   77,773  661,891  656,847  813,168  836,052  131,524  108,641

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     29,691)
  -2,507   -6,975   12,413   23,227   22,171   33,133   27,609   -3,442    2,082

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     10.7      8.2     70.1     69.5     86.1     88.5     13.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      556)
     110      117       95      240      227      396      393
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      339,591
COMMITMENTS
  11,398   23,652   32,719  212,870  240,578  256,987  296,949   82,604   42,642

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     18,706)
     854    2,109    6,022   12,001   10,718   18,877   18,849     -171     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      7.0      9.6     62.7     70.8     75.7     87.4     24.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      14       21       27       71       64      101       96
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,025,509
COMMITMENTS
 368,586  446,949  167,218  2245104  2081346  2780908  2695513  244,601  329,996

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     54,923)
  -7,893  -36,509   23,043   56,129   57,264   71,279   43,798  -16,356   11,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     14.8      5.5     74.2     68.8     91.9     89.1      8.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      522)
     105      109       85      216      212      361      366
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      110,043
COMMITMENTS
  10,231    5,278    1,784   87,290   99,030   99,305  106,092   10,738    3,951

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        436)
     246      200    1,784   -1,238   -1,158      792      826     -356     -390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      4.8      1.6     79.3     90.0     90.2     96.4      9.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      12        7        1       51       35       63       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       94,375
COMMITMENTS
  27,968    4,428      933   56,237   84,252   85,139   89,613    9,236    4,761

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      1,345)
   2,454      453     -338   -1,256      777      860      892      485      453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6      4.7      1.0     59.6     89.3     90.2     95.0      9.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      83       30       13       83       86      170      125
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       15,736
COMMITMENTS
     290      979        0   12,243   14,049   12,533   15,028    3,203      708

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        237)
    -499        0        0      639      248      140      248       97      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      6.2      0.0     77.8     89.3     79.6     95.5     20.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       11       12       12       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      393,195
COMMITMENTS
 139,842   18,694    3,217  219,969  351,016  363,028  372,927   30,167   20,268

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      5,537)
  12,268     -230      806   -9,474    2,644    3,600    3,219    1,937    2,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.6      4.8      0.8     55.9     89.3     92.3     94.8      7.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      83       30       13       76       83      163      122
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      157,486
COMMITMENTS
  94,200   18,589    5,795   22,859  112,136  122,855  136,520   34,631   20,966

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -5,381)
  -2,669     -961   -1,845   -4,729   -1,926   -9,243   -4,732    3,862     -649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.8     11.8      3.7     14.5     71.2     78.0     86.7     22.0     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      38       21       11       20       28       67       51
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       24,074
COMMITMENTS
   4,697    7,810      501   12,862    5,869   18,060   14,180    6,014    9,894

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      2,239)
   1,198    1,338      501      348      885    2,047    2,724      192     -485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     32.4      2.1     53.4     24.4     75.0     58.9     25.0     41.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9        9        2       20        7       30       17
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       44,693
COMMITMENTS
  12,282    1,259    2,472   24,717   11,635   39,471   15,366    5,222   29,327

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      2,262)
   4,982     -955   -2,482      315   -3,052    2,815   -6,489     -553    8,751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5      2.8      5.5     55.3     26.0     88.3     34.4     11.7     65.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      18        4        3       23       20       41       27
```

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Updated February 10, 2012