MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,219
COMMITMENTS
   1,243    8,803      818   23,755   14,079   25,816   23,700    3,403    5,519

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      1,185)
    -158      395      239      900      211      981      845      204      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     30.1      2.8     81.3     48.2     88.4     81.1     11.6     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       6       21       12       27       25       43       49
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      175,302
COMMITMENTS
  46,687   25,771   25,322   82,833   96,269  154,842  147,362   20,460   27,940

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        988)
   1,805      876    1,425   -1,443   -1,083    1,787    1,218     -799     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     14.7     14.4     47.3     54.9     88.3     84.1     11.7     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      70       63       72       37       46      150      152
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      308,836
COMMITMENTS
 114,026   33,929   51,995  117,964  159,075  283,985  244,999   24,851   63,837

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     14,275)
    -267     -527   11,713    2,340    2,758   13,786   13,944      489      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     11.0     16.8     38.2     51.5     92.0     79.3      8.0     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
     122       80       99       66      170      250      304
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,869
COMMITMENTS
   4,268      824      949    2,586    6,322    7,803    8,095    2,066    1,774

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:       -727)
      78     -112     -434      -33      -98     -389     -644     -338      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2      8.3      9.6     26.2     64.1     79.1     82.0     20.9     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      31       14       11       18       27       56       47
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,164
COMMITMENTS
  14,834    5,390    4,514   10,860   11,636   30,208   21,540    5,956   14,624

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      2,919)
   1,195       83      756      384    1,396    2,335    2,235      584      684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0     14.9     12.5     30.0     32.2     83.5     59.6     16.5     40.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      41       28       32       29       47       92       91
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       18,781
COMMITMENTS
   2,696      450       30   11,003   17,983   13,729   18,463    5,052      318

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      1,045)
     314     -220        0      665    1,302      979    1,082       66      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      2.4      0.2     58.6     95.8     73.1     98.3     26.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        2        1       10       11       17       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      100,629
COMMITMENTS
  40,224   11,803      154   19,273   72,712   59,651   84,669   40,978   15,960

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      7,299)
   5,198      232       44      120    6,831    5,362    7,107    1,937      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     11.7      0.2     19.2     72.3     59.3     84.1     40.7     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      28       14        3       14       27       45       41
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       45,407
COMMITMENTS
  12,119   20,938        3   23,673   10,095   35,795   31,036    9,612   14,371

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      4,526)
   1,356    5,508      -39    4,293   -2,059    5,610    3,410   -1,084    1,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     46.1      0.0     52.1     22.2     78.8     68.4     21.2     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9       13        1       10       10       19       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      101,026
COMMITMENTS
  67,846   10,501      413   26,853   88,461   95,112   99,375    5,914    1,651

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     11,856)
  24,417    1,536     -298  -12,538   10,640   11,581   11,878      275      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.2     10.4      0.4     26.6     87.6     94.1     98.4      5.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      36       17        2       18       22       55       40
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      125,106
COMMITMENTS
  13,882   76,766      224   96,642   15,674  110,748   92,664   14,358   32,442

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      6,021)
     -40    6,765      -20    6,905   -1,696    6,845    5,049     -824      972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     61.4      0.2     77.2     12.5     88.5     74.1     11.5     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      13       39        6       17       18       33       60
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      122,919
COMMITMENTS
  30,432   28,715      188   70,481   65,562  101,101   94,465   21,818   28,454

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      3,103)
  -5,259    6,936      -12   10,153   -4,969    4,882    1,955   -1,779    1,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     23.4      0.2     57.3     53.3     82.3     76.9     17.7     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      23       30        8       16       20       45       52
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      208,474
COMMITMENTS
  32,728  104,351    1,723  135,199   56,953  169,650  163,027   38,824   45,447

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     12,432)
  -1,731   10,470      927   15,963    1,223   15,159   12,620   -2,727     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     50.1      0.8     64.9     27.3     81.4     78.2     18.6     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      36       57       15       33       34       77       98
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       20,201
COMMITMENTS
  14,641    8,249        0    3,676   10,223   18,317   18,472    1,884    1,729

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        522)
     118    1,161        0      296     -143      414    1,018      108     -496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.5     40.8      0.0     18.2     50.6     90.7     91.4      9.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      12        9        0        7        9       19       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,679,246
COMMITMENTS
 1365163  531,394  951,665  4587778  5327058  6904606  6810117  774,640  869,129

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:    166,613)
 -23,356  -45,717  110,036  172,891  151,193  259,571  215,512  -92,958  -48,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      6.9     12.4     59.7     69.4     89.9     88.7     10.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      63       63       89      127      127      246      232
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      394,898
COMMITMENTS
  25,359   97,210    3,036  266,205  250,700  294,600  350,946  100,298   43,952

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     10,971)
    -173    3,770    1,197    4,426    6,240    5,450   11,207    5,521     -236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     24.6      0.8     67.4     63.5     74.6     88.9     25.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      17       20        8       66       56       87       80
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,847,974
COMMITMENTS
 707,401  468,932   23,929  1950668  2025239  2681998  2518100  165,976  329,874

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     19,987)
  13,950    6,601    6,740   27,550  -12,637   48,240      704  -28,253   19,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     16.5      0.8     68.5     71.1     94.2     88.4      5.8     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      444)
      88      106       37      153      170      260      295
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      100,894
COMMITMENTS
  12,476    8,688        0   80,157   89,312   92,633   98,000    8,261    2,894

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:       -874)
   3,835        0     -393   -5,061       68   -1,619     -325      745     -549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      8.6      0.0     79.4     88.5     91.8     97.1      8.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      13        3        0       46       31       59       34
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       32,756
COMMITMENTS
     757   12,430      695   27,089   17,429   28,541   30,554    4,215    2,202

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      2,045)
    -369    1,991        0    2,359     -156    1,990    1,835       55      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     37.9      2.1     82.7     53.2     87.1     93.3     12.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        1       13       11       16       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      413,304
COMMITMENTS
 143,045  103,800    3,380  249,430  285,705  395,855  392,885   17,449   20,419

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     15,886)
  23,490    2,090     -910   -6,606   18,427   15,974   19,607      -88   -3,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     25.1      0.8     60.4     69.1     95.8     95.1      4.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      61       52       14       65       68      134      127
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      108,320
COMMITMENTS
  51,882   12,890      551   27,846   79,853   80,279   93,294   28,041   15,026

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      9,871)
   8,567   -3,422      -11   -2,899   14,468    5,657   11,035    4,214   -1,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.9     11.9      0.5     25.7     73.7     74.1     86.1     25.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      31       12        3       11       15       44       28
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,650
COMMITMENTS
  15,499    9,296        0   16,432   17,266   31,931   26,562    8,719   14,088

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      1,207)
     -52   -1,483        0      170    2,477      118      994    1,089      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1     22.9      0.0     40.4     42.5     78.6     65.3     21.4     34.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      16       13        0       19       17       35       30
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       49,955
COMMITMENTS
  10,179    6,011    1,032   25,240   37,255   36,451   44,298   13,504    5,657

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     -1,533)
  -5,678      181      727    3,190   -2,737   -1,761   -1,829      228      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     12.0      2.1     50.5     74.6     73.0     88.7     27.0     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      15        8        2       17       24       33       33
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       28,359
COMMITMENTS
   3,829      264       40   21,334   26,419   25,203   26,723    3,156    1,636

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        836)
     157      264        0      -57      659      100      923      736      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      0.9      0.1     75.2     93.2     88.9     94.2     11.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        1        1       14       16       22       18
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       20,561
COMMITMENTS
   3,513    1,663       98   10,610   17,175   14,221   18,936    6,340    1,625

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:       -440)
    -183     -561      -50     -212      -83     -445     -694        5      254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      8.1      0.5     51.6     83.5     69.2     92.1     30.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        4        1        9        6       16       11
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,244
COMMITMENTS
   3,170    1,264        1   10,713   12,889   13,884   14,154    1,360    1,090

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     -3,379)
    -782      412     -290   -2,181   -3,219   -3,253   -3,097     -126     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8      8.3      0.0     70.3     84.6     91.1     92.8      8.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        4        1        7        3       16        7
 

Updated February 26, 2010