```
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   144,292
Positions
    23,916     19,474      6,538     18,982     34,112        194     38,961     53,749      7,939      7,851      1,673        405     39,507     20,209
 
Changes from:       February 21, 2012                                Total Change is:     7,505
     1,887      3,381        594         91         -6         -4      3,295        741      1,253        -29      1,664       -195        614         78
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       13.5        4.5       13.2       23.6        0.1       27.0       37.2        5.5        5.4        1.2        0.3       27.4       14.0
 
Number of Traders in Each Category                                    Total Traders:        80
         7         10          8          7          4          .         24         16         11          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    54,776
Positions
    12,953     16,444      1,324      1,033      1,924        160     22,879     19,420      1,021        601          0          0     14,804     14,483
 
Changes from:       February 21, 2012                                Total Change is:     1,442
      -325      2,706       -301          0        -11          0       -390        143        299          0          0          0      2,158     -1,394
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       30.0        2.4        1.9        3.5        0.3       41.8       35.5        1.9        1.1        0.0        0.0       27.0       26.4
 
Number of Traders in Each Category                                    Total Traders:        50
         6         12          6          .          4          .         11         15          7          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   182,738
Positions
   116,740     13,385      3,313     10,702     75,279      3,078     23,763     54,249      2,691      1,612      2,199         60     20,779     28,484
 
Changes from:       February 21, 2012                                Total Change is:    -8,805
    -6,884      3,172        459       -471       -538        622     -2,404    -14,023         98          0        752        -86       -139        740
 
Percent of Open Interest Represented by Each Category of Trader
      63.9        7.3        1.8        5.9       41.2        1.7       13.0       29.7        1.5        0.9        1.2        0.0       11.4       15.6
 
Number of Traders in Each Category                                    Total Traders:        94
         9         11          9          6         15          6         19         29         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   172,415
Positions
    19,573     30,494      9,273     63,998      7,330      2,969     47,299     60,333     10,121      1,676      4,088        198     17,309     47,610
 
Changes from:       February 21, 2012                                Total Change is:     3,655
    10,275     -9,837      2,065       -856      1,161      1,101    -10,793      1,526      3,625        496        504        167     -2,425      3,343
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       17.7        5.4       37.1        4.3        1.7       27.4       35.0        5.9        1.0        2.4        0.1       10.0       27.6
 
Number of Traders in Each Category                                    Total Traders:       117
         8         14         10         10          7          5         18         48         22          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   322,823
Positions
   105,238     37,665     12,103     63,921     31,781      4,704     51,816    118,395     36,711      5,369     11,734      3,364     39,596     66,367
 
Changes from:       February 21, 2012                                Total Change is:    -9,723
   -21,090      4,773        189       -238        964        510      1,912    -23,024      7,167        -89      2,242        -45      1,961     -2,499
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       11.7        3.7       19.8        9.8        1.5       16.1       36.7       11.4        1.7        3.6        1.0       12.3       20.6
 
Number of Traders in Each Category                                    Total Traders:       194
        22         16         14         18         18         14         31         57         39          7         24         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   173,296
Positions
    12,476     57,932      7,027      5,957     40,520        958    102,705     34,242      5,839        994      2,993        977     36,362     22,807
 
Changes from:       February 21, 2012                                Total Change is:    13,196
        86      6,336        752        -10         82        207     11,118      6,180        923         55        499        131        -66     -1,916
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       33.4        4.1        3.4       23.4        0.6       59.3       19.8        3.4        0.6        1.7        0.6       21.0       13.2
 
Number of Traders in Each Category                                    Total Traders:       103
         5         14          9          6         10          4         39         18         17          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   132,469
Positions
    40,996     45,810     75,769          0          0          0      7,894      3,542      7,140        102        120          0        568         88
 
Changes from:       February 21, 2012                                Total Change is:     3,187
    -1,344      3,892        465          0          0          0        128     -4,889      3,735        102          0          0        101        -16
 
Percent of Open Interest Represented by Each Category of Trader
      30.9       34.6       57.2        0.0        0.0        0.0        6.0        2.7        5.4        0.1        0.1        0.0        0.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        24
         6         11         12          0          0          0          .          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   189,778
Positions
    57,993     69,319      8,627     26,535        590          0     77,719     95,204     10,557      2,497      2,585          0      5,850      2,896
 
Changes from:       February 21, 2012                                Total Change is:    16,696
        22      6,413      5,053        994         -5          0     10,145      5,360       -314        561        281          0        235        -92
 
Percent of Open Interest Represented by Each Category of Trader
      30.6       36.5        4.5       14.0        0.3        0.0       41.0       50.2        5.6        1.3        1.4        0.0        3.1        1.5
 
Number of Traders in Each Category                                    Total Traders:       110
         5         15          .         11          .          0         42         18          6          9          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    35,159
Positions
     1,648     22,324        230        541        399          0     26,994      9,861        213        908        342          0      4,625      1,790
 
Changes from:       February 21, 2012                                Total Change is:    -1,730
        57     -1,024        -15          1         49          0     -2,267       -847          0        206          0          0        288        107
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       63.5        0.7        1.5        1.1        0.0       76.8       28.0        0.6        2.6        1.0        0.0       13.2        5.1
 
Number of Traders in Each Category                                    Total Traders:        53
         .         13          .          .          .          0         22          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    57,994
Positions
    15,007     35,617         84      3,981      2,230        711     26,047     11,021      1,375      2,943        743        958      6,889      5,256
 
Changes from:       February 21, 2012                                Total Change is:     2,865
       235      1,834         12        355         64        144      1,697        158        355        -21        171         41         47         87
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       61.4        0.1        6.9        3.8        1.2       44.9       19.0        2.4        5.1        1.3        1.7       11.9        9.1
 
Number of Traders in Each Category                                    Total Traders:       100
        18         16          5          5          5          .         30         17         11          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   115,989
Positions
    30,013     71,233        167      7,962      4,460      1,421     52,094     22,043      2,750      5,886      1,486      1,916     13,778     10,512
 
Changes from:       February 21, 2012                                Total Change is:     5,729
       470      3,669         24        710        127        288      3,395        316        709        -43        341         82         93        173
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       61.4        0.1        6.9        3.8        1.2       44.9       19.0        2.4        5.1        1.3        1.7       11.9        9.1
 
Number of Traders in Each Category                                    Total Traders:       100
        18         16          5          5          5          .         30         17         11          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   953,654
Positions
    42,847    193,848     51,715    385,833    166,949     58,839     93,658    167,119    139,346     26,594     36,043     31,409    123,414    108,387
 
Changes from:       February 21, 2012                                Total Change is:    15,095
    -3,520     -5,326      2,439      4,323      1,898       -722      3,828      1,855      6,558      1,491        468      1,135       -437      6,790
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       20.3        5.4       40.5       17.5        6.2        9.8       17.5       14.6        2.8        3.8        3.3       12.9       11.4
 
Number of Traders in Each Category                                    Total Traders:       584
        35         54         44        119         61         64         99        135        114         42         39         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   325,683
Positions
    28,590    102,260      8,847    104,828     40,364     14,267     23,564     30,292     54,380      3,468     12,189     13,376     74,363     49,708
 
Changes from:       February 21, 2012                                Total Change is:     4,453
    -1,801     -4,041        413       -796     -1,052        -35      2,028       -289      3,473      1,247        202        747       -823      5,034
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       31.4        2.7       32.2       12.4        4.4        7.2        9.3       16.7        1.1        3.7        4.1       22.8       15.3
 
Number of Traders in Each Category                                    Total Traders:       121
         9         18         11         28         12         15         16         26         35          4          8          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,139,856
Positions
   173,081    559,739    112,540  1,463,072    690,974    164,809    465,725    799,391    309,576    122,608    126,243     83,190    245,255    293,393
 
Changes from:       February 21, 2012                                Total Change is:    53,209
    -8,294     -6,122      9,826     26,078     15,232     -3,919     10,023     11,738     14,405      1,106      1,213      2,056      1,928      8,781
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       17.8        3.6       46.6       22.0        5.2       14.8       25.5        9.9        3.9        4.0        2.6        7.8        9.3
 
Number of Traders in Each Category                                    Total Traders:       549
        33         54         36        104         58         58        101        124        105         40         35         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   112,257
Positions
    20,245     29,436         53     55,313     59,251      6,188     16,988      9,791          5      2,098      3,814          0     11,367      3,719
 
Changes from:       February 21, 2012                                Total Change is:     3,543
       319      2,102         53        423        555        762        918        163          1        133        -10          0        935        -82
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       26.2        0.0       49.3       52.8        5.5       15.1        8.7        0.0        1.9        3.4        0.0       10.1        3.3
 
Number of Traders in Each Category                                    Total Traders:        95
        10          9          .         32         12         11         16          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   116,603
Positions
     7,003     65,701      9,056     33,208      9,498      1,609     46,938     11,720      7,635      1,713      5,624        529      8,911      5,232
 
Changes from:       February 21, 2012                                Total Change is:     4,512
       687      3,965       -106      1,515        318         27      1,040       -893        586        290         42         28        445        547
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       56.3        7.8       28.5        8.1        1.4       40.3       10.1        6.5        1.5        4.8        0.5        7.6        4.5
 
Number of Traders in Each Category                                    Total Traders:       255
        21         30         13         38         23         12         68         40         26         17         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    18,552
Positions
     9,313     13,606         20          0        300          0      5,943      2,824          0        200        979          0      3,076        823
 
Changes from:       February 21, 2012                                Total Change is:       352
      -225        493          0          0          0          0        360          0          0        200       -246          0         17        105
 
Percent of Open Interest Represented by Each Category of Trader
      50.2       73.3        0.1        0.0        1.6        0.0       32.0       15.2        0.0        1.1        5.3        0.0       16.6        4.4
 
Number of Traders in Each Category                                    Total Traders:        25
         9          8          .          0          .          0          4          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   490,254
Positions
    29,879    301,900      3,755    166,042     45,989      8,046    233,303     72,809      9,844      7,567     23,224      2,644     29,173     22,042
 
Changes from:       February 21, 2012                                Total Change is:    20,799
     3,525     16,325        504      7,575      1,588        137      3,954     -3,913      2,375        451      1,438        139      2,140      2,207
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       61.6        0.8       33.9        9.4        1.6       47.6       14.9        2.0        1.5        4.7        0.5        6.0        4.5
 
Number of Traders in Each Category                                    Total Traders:       254
        20         31          7         38         23         12         66         43         23         16         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   411,744
Positions
   122,688     34,309     19,501    141,574    205,469     26,056     68,392     94,066      4,477      7,921     11,148        708     20,427     16,011
 
Changes from:       February 21, 2012                                Total Change is:       270
    -5,324      3,995     -3,148      2,506      2,177        -76      5,432     -4,468      1,428       -233      1,228         23       -339       -890
 
Percent of Open Interest Represented by Each Category of Trader
      29.8        8.3        4.7       34.4       49.9        6.3       16.6       22.8        1.1        1.9        2.7        0.2        5.0        3.9
 
Number of Traders in Each Category                                    Total Traders:       252
        21         13          5         50         41         25         49         55         21          8         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    36,664
Positions
     8,985      1,711        471     11,750        440        180      4,710      8,765        500      2,895      5,878          0      7,173     18,719
 
Changes from:       February 21, 2012                                Total Change is:     5,054
     3,519       -200        471        793          0         -2        663        878          0         66         16          0       -456      3,891
 
Percent of Open Interest Represented by Each Category of Trader
      24.5        4.7        1.3       32.0        1.2        0.5       12.8       23.9        1.4        7.9       16.0        0.0       19.6       51.1
 
Number of Traders in Each Category                                    Total Traders:        55
         9          4          .         13          .          .         11          8          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    45,261
Positions
     7,257     13,789      1,699      9,958      4,238        702     10,795      7,209      2,898      2,910      3,857          0      9,042     10,869
 
Changes from:       February 21, 2012                                Total Change is:     1,507
    -1,803      2,350        129        571       -255          0        729      3,280        603          6      1,305          0      1,272     -5,905
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       30.5        3.8       22.0        9.4        1.6       23.9       15.9        6.4        6.4        8.5        0.0       20.0       24.0
 
Number of Traders in Each Category                                    Total Traders:        67
        10         15          5          9          4          .         15          8          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    48,007
Positions
     2,507      3,987         65     33,960     24,424      3,848      2,938     12,995        231          0          0          0      4,458      2,457
 
Changes from:       February 21, 2012                                Total Change is:      -534
       110       -434       -122       -770       -245       -145        113        246         66          0          0          0        214        100
 
Percent of Open Interest Represented by Each Category of Trader
       5.2        8.3        0.1       70.7       50.9        8.0        6.1       27.1        0.5        0.0        0.0        0.0        9.3        5.1
 
Number of Traders in Each Category                                    Total Traders:        58
         .          .          .         21         20         10          .          9          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    81,302
Positions
    11,639     27,723        861     34,354     25,298      3,081     11,294     20,639        212      8,687          0        669     10,505      2,819
 
Changes from:       February 21, 2012                                Total Change is:       317
      -242      1,266        -37         14        480       -569       -490        -31       -396      1,674       -330         -1        364        -65
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       34.1        1.1       42.3       31.1        3.8       13.9       25.4        0.3       10.7        0.0        0.8       12.9        3.5
 
Number of Traders in Each Category                                    Total Traders:        89
         8         13          .         21         11          8         16          7          .         13          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   739,859
Positions
     9,365     77,438     41,842    254,410    155,357    100,768     74,434     70,680     62,446     11,383     52,379      4,836    180,375    174,113
 
Changes from:       February 21, 2012                                Total Change is:     7,137
      -194      4,166     -2,486     -1,099     23,024      7,326      9,208     -6,881    -20,779     -4,602      2,945     -5,628     25,391      5,451
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       10.5        5.7       34.4       21.0       13.6       10.1        9.6        8.4        1.5        7.1        0.7       24.4       23.5
 
Number of Traders in Each Category                                    Total Traders:       159
         6         17         19         42         23         38         33         23         35          6          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   406,239
Positions
     4,644    133,704     41,110    247,388     23,223     33,360      3,762    112,242     10,007      1,545      2,635      1,108     63,316     48,850
 
Changes from:       February 21, 2012                                Total Change is:    28,838
        67     -2,027     39,043    -18,100     -5,537     -3,556      1,957     -1,525      5,761        170        535       -837      4,333     -3,019
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       32.9       10.1       60.9        5.7        8.2        0.9       27.6        2.5        0.4        0.6        0.3       15.6       12.0
 
Number of Traders in Each Category                                    Total Traders:        67
         .         10          7         33          6         18          .         10          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   964,438
Positions
    86,781     78,655     36,347    149,567    286,926     68,178    287,017    220,360    111,387     87,831     32,508      8,322    129,010    121,756
 
Changes from:       February 21, 2012                                Total Change is:    58,598
     2,459     -8,793     19,925    -14,362     -2,827     -9,492    -12,070     -3,303     58,212      3,441     -5,195     -2,384     12,871     12,456
 
Percent of Open Interest Represented by Each Category of Trader
       9.0        8.2        3.8       15.5       29.8        7.1       29.8       22.8       11.5        9.1        3.4        0.9       13.4       12.6
 
Number of Traders in Each Category                                    Total Traders:       207
        17         17         20         33         33         42         43         33         33         15         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,154,752
Positions
    93,502    167,129    147,024    735,709    826,646    190,304    387,079    153,194    167,926     48,403     74,466     53,792    331,014    374,271
 
Changes from:       February 21, 2012                                Total Change is:   -93,145
   -58,319     44,139    -35,857    -13,069    -78,861     28,633     17,461     -3,520    -56,572     -4,177    -11,568     -1,361     30,117     21,823
 
Percent of Open Interest Represented by Each Category of Trader
       4.3        7.8        6.8       34.1       38.4        8.8       18.0        7.1        7.8        2.2        3.5        2.5       15.4       17.4
 
Number of Traders in Each Category                                    Total Traders:       266
        18         35         42         26         61         55         55         45         65         10         16         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,503,458
Positions
   103,981    158,687     67,094    383,171    668,063    159,561    293,663     57,908     61,695    171,130     63,777     18,963    244,200    247,710
 
Changes from:       February 21, 2012                                Total Change is:   -51,510
    -4,860        528      7,777    -25,727     -7,655      3,674     -6,363    -12,665    -38,105     -4,164        961      1,219     15,040     -7,243
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       10.6        4.5       25.5       44.4       10.6       19.5        3.9        4.1       11.4        4.2        1.3       16.2       16.5
 
Number of Traders in Each Category                                    Total Traders:       181
        13         24         22         22         40         41         40         18         31         10         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   660,796
Positions
   160,831    202,983    231,117      1,109      1,105      2,014     85,427     44,462    116,522     14,548      4,540     16,078     33,151     41,976
 
Changes from:       February 21, 2012                                Total Change is:    26,114
     5,125      8,631      8,581        569         12       -569      6,585      3,292      3,631        350         68        896        946      1,572
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       30.7       35.0        0.2        0.2        0.3       12.9        6.7       17.6        2.2        0.7        2.4        5.0        6.4
 
Number of Traders in Each Category                                    Total Traders:        99
        20         30         45          .          .          .         19         17         29          .          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is14,510,738
Positions
 1,819,997  2,004,293  3,524,955    833,964    710,534    157,269    804,601    391,516  5,641,334     72,959    303,392    766,059    889,599  1,011,386
 
Changes from:       February 21, 2012                                Total Change is:   190,743
   235,167    -67,569     -9,756   -171,995     27,591     11,596    -49,327     -2,623    153,070     -5,158     27,158     16,130     11,016     35,146
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       13.8       24.3        5.7        4.9        1.1        5.5        2.7       38.9        0.5        2.1        5.3        6.1        7.0
 
Number of Traders in Each Category                                    Total Traders:       292
        35         56         88         10         15         19         68         68        119         12         19         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    10,650
Positions
     5,005      3,626          0      1,393        877          6      2,442      5,829        110      1,410        100          0        284        102
 
Changes from:       February 21, 2012                                Total Change is:        96
      -218         63          0          2        -29          0        210         25        100         -5        -60          0          7         -3
 
Percent of Open Interest Represented by Each Category of Trader
      47.0       34.0        0.0       13.1        8.2        0.1       22.9       54.7        1.0       13.2        0.9        0.0        2.7        1.0
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          7          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    12,017
Positions
     7,813      7,900          0        943      1,800          0      2,957      2,069         12         40        140          0        252         96
 
Changes from:       February 21, 2012                                Total Change is:      -918
    -1,239       -551          0          0       -147          0        323       -117         12          0       -165          0        -14         50
 
Percent of Open Interest Represented by Each Category of Trader
      65.0       65.7        0.0        7.8       15.0        0.0       24.6       17.2        0.1        0.3        1.2        0.0        2.1        0.8
 
Number of Traders in Each Category                                    Total Traders:        31
         .          6          0          .          4          0          5          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    49,113
Positions
    15,592     30,020         58      1,797        137        458     19,263     13,804      1,265      4,029      1,043         39      6,612      2,289
 
Changes from:       February 21, 2012                                Total Change is:    -2,033
    -2,446        -79         52       -293          0        -83      2,613     -2,656        125        273        521         14     -2,288         74
 
Percent of Open Interest Represented by Each Category of Trader
      31.7       61.1        0.1        3.7        0.3        0.9       39.2       28.1        2.6        8.2        2.1        0.1       13.5        4.7
 
Number of Traders in Each Category                                    Total Traders:        96
         5          4          .          8          .          .         27         23          5         20          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   236,528
Positions
   124,908     57,423     19,938     27,283      4,724      2,648     10,482     85,847      5,321      1,113     15,350     23,584     21,251     21,693
 
Changes from:       February 21, 2012                                Total Change is:    31,950
    19,728      6,164       -519     11,197      2,741        335     -1,409     14,626      1,637       -245      2,535        755        471      3,676
 
Percent of Open Interest Represented by Each Category of Trader
      52.8       24.3        8.4       11.5        2.0        1.1        4.4       36.3        2.2        0.5        6.5       10.0        9.0        9.2
 
Number of Traders in Each Category                                    Total Traders:       106
        12         12         17          8          9          7         20         29         19          4          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    16,968
Positions
    10,556        652          0      3,143      1,039          0      1,848     13,175        641        290      1,021        437         53          3
 
Changes from:       February 21, 2012                                Total Change is:       449
         0       -183          0        412         30          0         31        712         13          0          0          0         -7       -123
 
Percent of Open Interest Represented by Each Category of Trader
      62.2        3.8        0.0       18.5        6.1        0.0       10.9       77.6        3.8        1.7        6.0        2.6        0.3        0.0
 
Number of Traders in Each Category                                    Total Traders:        26
         .          .          0          5          .          0          4          7          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is     9,528
Positions
     1,025      8,242          0      5,700          0          0      1,382      1,145          0          0          0          0      1,421        141
 
Changes from:       February 21, 2012                                Total Change is:      -183
        54       -155          0     -1,196          0          0        779        -14          0          0          0          0        180        -14
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       86.5        0.0       59.8        0.0        0.0       14.5       12.0        0.0        0.0        0.0        0.0       14.9        1.5
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0         11          0          0          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated March 2, 2012