MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       36,595
COMMITMENTS
   6,759    5,614    1,484   22,201   24,699   30,444   31,797    6,151    4,798

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -3,648)
   1,077     -808     -683   -3,985   -2,062   -3,591   -3,553      -57      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     15.3      4.1     60.7     67.5     83.2     86.9     16.8     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      20       12       14       32       32       61       50
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      245,328
COMMITMENTS
  72,217   34,054   45,264   98,631  130,497  216,112  209,815   29,216   35,513

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      2,984)
   3,514    1,798   -1,762    1,070    4,517    2,822    4,553      162   -1,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     13.9     18.5     40.2     53.2     88.1     85.5     11.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
     110       72      108       59       76      236      206
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      355,295
COMMITMENTS
 124,009   54,160   54,367  146,650  178,278  325,026  286,805   30,269   68,490

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:    -13,053)
  -6,555  -10,794   -3,526   -2,005      784  -12,086  -13,536     -967      483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     15.2     15.3     41.3     50.2     91.5     80.7      8.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      455)
     133       93      112       93      201      302      344
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,178
COMMITMENTS
   5,077    1,409      645    2,524    6,739    8,246    8,793    1,932    1,385

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:       -185)
    -174       17     -170      166     -127     -178     -280       -7       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.9     13.8      6.3     24.8     66.2     81.0     86.4     19.0     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      40       11       14       17       32       64       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       50,448
COMMITMENTS
  19,846    5,713    8,440   14,631   13,916   42,917   28,069    7,531   22,379

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -2,257)
  -1,197     -575   -1,620    1,513      -33   -1,304   -2,228     -953      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3     11.3     16.7     29.0     27.6     85.1     55.6     14.9     44.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      53       33       36       43       84      119      138
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       62,603
COMMITMENTS
  13,485        0    3,755   44,784   58,716   62,024   62,471      579      132

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      3,561)
   2,866        0    1,175      323    2,299    4,364    3,474     -803       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5      0.0      6.0     71.5     93.8     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        0        1       11       12       18       13
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      141,604
COMMITMENTS
  72,899   33,109      525   17,467   93,827   90,891  127,461   50,713   14,143

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     22,116)
  17,713   11,737      -32    1,595   11,718   19,276   23,423    2,840   -1,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.5     23.4      0.4     12.3     66.3     64.2     90.0     35.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      40       10        4       12       28       54       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       47,876
COMMITMENTS
  22,686   14,505        0    2,041   23,558   24,727   38,063   23,149    9,813

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      1,126)
     607    2,867      -66     -618     -820      -77    1,981    1,203     -855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.4     30.3      0.0      4.3     49.2     51.6     79.5     48.4     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      15        7        0        7       16       22       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      151,871
COMMITMENTS
 122,615   18,803      251   20,967  131,282  143,833  150,336    8,038    1,535

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        137)
    -928   -1,623      219      867    1,318      158      -86      -21      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.7     12.4      0.2     13.8     86.4     94.7     99.0      5.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      76       11        1       12       22       89       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      111,363
COMMITMENTS
  49,204   24,729      164   30,413   65,136   79,781   90,029   31,582   21,334

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      2,776)
   2,281      465       81    1,182    3,549    3,544    4,095     -768   -1,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2     22.2      0.1     27.3     58.5     71.6     80.8     28.4     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      30       21        7       19       28       50       55
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      117,705
COMMITMENTS
  56,607   19,876      569   34,434   63,374   91,610   83,819   26,095   33,886

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      1,321)
   3,959   -1,291       55   -1,788    1,708    2,226      472     -905      849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1     16.9      0.5     29.3     53.8     77.8     71.2     22.2     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      32       29        7       27       28       65       58
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      203,541
COMMITMENTS
  73,502   38,768    3,521   65,994  113,877  143,017  156,166   60,524   47,375

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -8,189)
  -6,879   -1,679    1,057      590    2,072   -5,232    1,450   -2,957   -9,639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     19.0      1.7     32.4     55.9     70.3     76.7     29.7     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      48       42       19       38       49       95      101
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,897
COMMITMENTS
  20,804    9,947        0    3,468   16,994   24,272   26,941    3,625      956

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        447)
     763      176        0      -18      327      745      503     -298      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.6     35.7      0.0     12.4     60.9     87.0     96.6     13.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      23        9        0        6       10       29       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,684,020
COMMITMENTS
 720,445  625,499  1338336  5844488  5802960  7903269  7766795  780,751  917,225

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:    342,023)
-158,358    5,011  195,076  377,249  104,380  413,967  304,467  -71,944   37,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      7.2     15.4     67.3     66.8     91.0     89.4      9.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      52       62       94      119      135      237      242
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      878,168
COMMITMENTS
  76,924   93,938   33,693  647,441  660,888  758,058  788,518  120,110   89,649

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     23,083)
  -6,597    9,625    7,461   30,525      887   31,389   17,973   -8,306    5,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     10.7      3.8     73.7     75.3     86.3     89.8     13.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      551)
     109      109       52      232      214      366      351
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      322,993
COMMITMENTS
  19,592   35,953    4,305  221,137  243,804  245,034  284,062   77,959   38,931

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      9,464)
   2,267    5,947      781    7,734      809   10,782    7,537   -1,318    1,927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     11.1      1.3     68.5     75.5     75.9     87.9     24.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      20       21        8       63       56       86       82
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,775,873
COMMITMENTS
 403,660  406,925   29,938  2131520  2085418  2565118  2522281  210,755  253,592

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     68,094)
   1,881   64,591  -12,803  113,957      392  103,035   52,180  -34,941   15,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     14.7      1.1     76.8     75.1     92.4     90.9      7.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      510)
     100      106       38      200      194      320      318
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       98,659
COMMITMENTS
  14,447    7,320       37   73,738   88,262   88,222   95,619   10,437    3,040

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:       -381)
  -1,457     -569     -317    1,558        7     -216     -879     -165      498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      7.4      0.0     74.7     89.5     89.4     96.9     10.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      12        6        1       44       42       56       49
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       86,607
COMMITMENTS
  20,628    8,772    4,252   51,154   67,150   76,033   80,174   10,574    6,433

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -2,696)
  -6,801    1,014     -161    3,908   -4,154   -3,054   -3,301      359      606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     10.1      4.9     59.1     77.5     87.8     92.6     12.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      79       39       12       85       76      169      122
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       16,491
COMMITMENTS
   3,233      490      256    9,575   12,955   13,064   13,701    3,427    2,790

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        448)
    -246        0        0      766      431      520      431      -72       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6      3.0      1.6     58.1     78.6     79.2     83.1     20.8     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        1       12       11       15       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      350,582
COMMITMENTS
 103,014   57,452    3,939  207,894  270,974  314,847  332,365   35,735   18,217

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:    -15,718)
 -34,207    3,638      627   15,708  -22,926  -17,872  -18,661    2,154    2,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     16.4      1.1     59.3     77.3     89.8     94.8     10.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      78       39       10       82       73      164      118
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      135,334
COMMITMENTS
  85,741   13,762      175   15,829  106,915  101,745  120,852   33,589   14,482

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     14,343)
  14,597    2,695        8      511   11,342   15,116   14,045     -773      298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.4     10.2      0.1     11.7     79.0     75.2     89.3     24.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      36       13        2       12       22       50       35
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       45,395
COMMITMENTS
   8,348   12,650       12   25,623    9,918   33,983   22,580   11,412   22,815

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      4,997)
     146    1,318        0    4,389     -487    4,535      831      462    4,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     27.9      0.0     56.4     21.8     74.9     49.7     25.1     50.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      15       13        1       23       12       38       26
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       61,543
COMMITMENTS
  13,534    7,960    1,449   34,085   25,337   49,068   34,746   12,475   26,797

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -2,702)
     429      297      -24     -286    1,549      119    1,822   -2,821   -4,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     12.9      2.4     55.4     41.2     79.7     56.5     20.3     43.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      17        8        4       21       20       41       30
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       29,428
COMMITMENTS
   4,259    1,798      310   21,112   24,795   25,681   26,903    3,747    2,525

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        935)
    -135    1,058      -20    1,065      102      910    1,140       25     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      6.1      1.1     71.7     84.3     87.3     91.4     12.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        4        1       21       24       27       29
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       34,593
COMMITMENTS
   9,204    2,965       84   18,763   28,653   28,051   31,702    6,542    2,891

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        443)
     578     -920        0      604      416    1,182     -504     -739      947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6      8.6      0.2     54.2     82.8     81.1     91.6     18.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      16        5        1       17       19       34       24
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,177
COMMITMENTS
   4,106    3,214      119    8,084   11,010   12,309   14,343    2,868      834

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        350)
      -8     -100      114     -140       71      -34       85      384      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     21.2      0.8     53.3     72.5     81.1     94.5     18.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      12        3        2        5        3       17        8
 

Updated February 11, 2011