Traders in Financial Futures - Futures Only Positions as of February 21, 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   129,249
Positions
    20,945     14,923      3,623     18,891     34,118        198     35,747     52,771      5,139      7,892         69        255     36,559     18,153
 
Changes from:       February 14, 2012                                Total Change is:     6,353
    -4,638      2,586       -488       -409          2          0      9,910      5,535        440        -46         41        250      1,334     -2,013
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       11.5        2.8       14.6       26.4        0.2       27.7       40.8        4.0        6.1        0.1        0.2       28.3       14.0
 
Number of Traders in Each Category                                    Total Traders:        76
         8          7          5          7          4          .         24         16          6          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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    51,197
Positions
    13,334     13,701        854      1,033      1,935        160     23,167     19,544        174        601          0          0     11,874     14,829
 
Changes from:       February 14, 2012                                Total Change is:     3,105
      -768      2,913         13         24         -3          9      1,720        535        -97         64          0          0      2,140       -265
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       26.8        1.7        2.0        3.8        0.3       45.3       38.2        0.3        1.2        0.0        0.0       23.2       29.0
 
Number of Traders in Each Category                                    Total Traders:        47
         7          8          .          .          4          .          9         17          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   186,668
Positions
   123,643     10,174        911     11,173     75,817      2,456     26,244     68,444      1,215      1,612      1,593          0     19,414     26,058
 
Changes from:       February 14, 2012                                Total Change is:    -5,403
    -1,284      1,708         69        430       -670          0     -4,917     -6,703         67       -977        838          0      1,209       -712
 
Percent of Open Interest Represented by Each Category of Trader
      66.2        5.5        0.5        6.0       40.6        1.3       14.1       36.7        0.7        0.9        0.9        0.0       10.4       14.0
 
Number of Traders in Each Category                                    Total Traders:        95
        10         10          5          7         14          5         21         29          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   150,551
Positions
     8,073     40,159      1,333     64,710      6,444        536     58,102     58,335        805      1,180      3,474          0     15,812     39,465
 
Changes from:       February 14, 2012                                Total Change is:    -3,132
     4,980    -12,088          1       -867       -389         -2     -2,700      4,509         56        -99        689          0     -4,501      4,092
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       26.7        0.9       43.0        4.3        0.4       38.6       38.7        0.5        0.8        2.3        0.0       10.5       26.2
 
Number of Traders in Each Category                                    Total Traders:       106
         7         14          6          9          5          .         21         41          7          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   287,525
Positions
   126,788     35,447        449     64,178     30,459      3,431     49,974    143,547      2,275      5,637      9,749      1,019     33,774     61,149
 
Changes from:       February 14, 2012                                Total Change is:    -3,535
    -2,126     -1,122        -58     -1,262     -1,508        -96     -1,899     -5,501       -186        344      2,305        -72      1,820      2,703
 
Percent of Open Interest Represented by Each Category of Trader
      44.1       12.3        0.2       22.3       10.6        1.2       17.4       49.9        0.8        2.0        3.4        0.4       11.7       21.3
 
Number of Traders in Each Category                                    Total Traders:       176
        26         13          7         15         16         10         18         65         13          4         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   149,840
Positions
    12,383     51,119      3,478      5,967     40,381        744     91,311     29,075        719        898      2,752          6     34,334     21,566
 
Changes from:       February 14, 2012                                Total Change is:    -2,045
      -259     -2,467        119       -361          3          0     -1,766     -1,376          0       -218        303          4        436      1,369
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       34.1        2.3        4.0       26.9        0.5       60.9       19.4        0.5        0.6        1.8        0.0       22.9       14.4
 
Number of Traders in Each Category                                    Total Traders:        92
         5         13          4          6          8          .         36         16          7          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   125,274
Positions
    41,477     41,055     72,159          0          0          0      7,766      8,431      3,405          0        120          0        467        104
 
Changes from:       February 14, 2012                                Total Change is:     1,803
       -14        897        414          0          0          0      1,218        474          0          0          0          0        185         18
 
Percent of Open Interest Represented by Each Category of Trader
      33.1       32.8       57.6        0.0        0.0        0.0        6.2        6.7        2.7        0.0        0.1        0.0        0.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        23
         6         11         12          0          0          0          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   173,082
Positions
    57,971     62,906      3,574     25,541        595          0     67,574     89,844     10,871      1,936      2,304          0      5,615      2,988
 
Changes from:       February 14, 2012                                Total Change is:    13,314
    -3,195        982      2,511          1        -74          0      9,320      4,994      7,740       -576         22          0     -2,487     -2,861
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       36.3        2.1       14.8        0.3        0.0       39.0       51.9        6.3        1.1        1.3        0.0        3.2        1.7
 
Number of Traders in Each Category                                    Total Traders:       107
         4         14          .         11          .          0         40         18          8         10          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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    36,889
Positions
     1,591     23,348        245        540        350          0     29,261     10,708        213        702        342          0      4,337      1,683
 
Changes from:       February 14, 2012                                Total Change is:       185
      -101        374         40         83         -3          0       -107       -227         -3        248          0          0         25          4
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       63.3        0.7        1.5        0.9        0.0       79.3       29.0        0.6        1.9        0.9        0.0       11.8        4.6
 
Number of Traders in Each Category                                    Total Traders:        54
         .         12          .          .          .          0         24          8          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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    53,157
Positions
    14,735     33,779         69      3,626      2,167        567     24,371     10,255         75      2,958      1,164          0      6,758      5,084
 
Changes from:       February 14, 2012                                Total Change is:      -837
      -478          8         36        119       -108        -29        -80       -707         51        -68         36          0       -388       -123
 
Percent of Open Interest Represented by Each Category of Trader
      27.7       63.5        0.1        6.8        4.1        1.1       45.8       19.3        0.1        5.6        2.2        0.0       12.7        9.6
 
Number of Traders in Each Category                                    Total Traders:        98
        17         16          .          5          6          .         29         16          5          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   106,313
Positions
    29,469     67,557        138      7,252      4,333      1,133     48,741     20,509        149      5,915      2,327          0     13,516     10,167
 
Changes from:       February 14, 2012                                Total Change is:    -1,673
      -955         16         72        237       -216        -58       -160     -1,414        102       -136         71          0       -775       -246
 
Percent of Open Interest Represented by Each Category of Trader
      27.7       63.5        0.1        6.8        4.1        1.1       45.8       19.3        0.1        5.6        2.2        0.0       12.7        9.6
 
Number of Traders in Each Category                                    Total Traders:        98
        17         16          .          5          6          .         29         16          5          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   808,052
Positions
    46,115    199,604     41,958    382,375    166,408     55,846     90,622    172,710     40,266     31,195     35,683      5,631    114,044     89,945
 
Changes from:       February 14, 2012                                Total Change is:    11,758
    -1,129     -1,052        346      1,211     -6,542         44      1,428      5,451      8,967       -573      1,392        723        742      2,429
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       24.7        5.2       47.3       20.6        6.9       11.2       21.4        5.0        3.9        4.4        0.7       14.1       11.1
 
Number of Traders in Each Category                                    Total Traders:       547
        35         55         33        120         57         58         88        119         72         35         38         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   247,517
Positions
    30,089    105,889      4,988    106,355     42,947     10,780     20,018     28,684      2,077      2,292     11,521      2,551     68,367     38,080
 
Changes from:       February 14, 2012                                Total Change is:     2,578
       285     -3,199        397       -498     -1,811       -770      1,965      4,076         82       -334        917        640        811      2,246
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       42.8        2.0       43.0       17.4        4.4        8.1       11.6        0.8        0.9        4.7        1.0       27.6       15.4
 
Number of Traders in Each Category                                    Total Traders:       104
         9         17          7         27         13         13         11         20          8          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 2,802,676
Positions
   179,078    567,525     85,903  1,437,577    674,784    167,852    447,449    814,558     96,517    151,605    127,902      8,311    228,384    259,324
 
Changes from:       February 14, 2012                                Total Change is:    45,901
        25     17,831     -7,351     17,166    -15,034     -4,552     27,417     36,980     14,320     -2,384      1,185      1,607       -347        915
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       20.2        3.1       51.3       24.1        6.0       16.0       29.1        3.4        5.4        4.6        0.3        8.1        9.3
 
Number of Traders in Each Category                                    Total Traders:       523
        33         55         24        106         52         52         91        115         64         33         38          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   108,707
Positions
    19,926     27,334          0     54,890     58,696      5,426     16,070      9,631          0      1,965      3,824          0     10,430      3,796
 
Changes from:       February 14, 2012                                Total Change is:      -322
      -667      1,301          0        207     -2,013        294        476        648          0        275        -47          0       -907       -505
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       25.1        0.0       50.5       54.0        5.0       14.8        8.9        0.0        1.8        3.5        0.0        9.6        3.5
 
Number of Traders in Each Category                                    Total Traders:        93
         9          9          0         32         12         13         15          9          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   110,676
Positions
     6,316     61,949      8,800     31,693      9,180      1,582     45,751     12,236      6,579      1,414      5,642        208      8,332      4,500
 
Changes from:       February 14, 2012                                Total Change is:     4,652
      -502      8,639     -1,156      2,864        -84         64      6,637     -2,348       -180     -1,476        699       -173     -1,426       -809
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       56.0        8.0       28.6        8.3        1.4       41.3       11.1        5.9        1.3        5.1        0.2        7.5        4.1
 
Number of Traders in Each Category                                    Total Traders:       247
        18         31         12         37         22         11         67         43         15         12         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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    18,193
Positions
     9,538     13,113         20          0        300          0      5,583      2,824          0          0      1,225          0      3,052        711
 
Changes from:       February 14, 2012                                Total Change is:      -302
       359       -247         -2          0          0          0       -558          0          0          0          0          0       -101        -53
 
Percent of Open Interest Represented by Each Category of Trader
      52.4       72.1        0.1        0.0        1.6        0.0       30.7       15.5        0.0        0.0        6.7        0.0       16.8        3.9
 
Number of Traders in Each Category                                    Total Traders:        23
         8          8          .          0          .          0          4          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   462,415
Positions
    26,353    286,642      1,438    158,467     44,401      7,909    228,617     74,836      5,119      7,072     22,085      1,041     26,399     18,944
 
Changes from:       February 14, 2012                                Total Change is:    24,772
    -8,905     39,829     -1,169     14,320       -420        319     33,047    -14,667      2,030     -7,382      3,494       -863     -6,625     -3,781
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       62.0        0.3       34.3        9.6        1.7       49.4       16.2        1.1        1.5        4.8        0.2        5.7        4.1
 
Number of Traders in Each Category                                    Total Traders:       247
        18         31          6         37         22         11         65         46         12         12         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   408,997
Positions
   128,012     30,312     22,646    139,068    203,292     26,132     62,423     98,575      1,718      8,154      9,559        404     20,440     16,359
 
Changes from:       February 14, 2012                                Total Change is:     6,135
    -8,253        107      5,106      6,052     -1,317       -100      3,799      3,573       -469       -345       -613         53        292       -205
 
Percent of Open Interest Represented by Each Category of Trader
      31.3        7.4        5.5       34.0       49.7        6.4       15.3       24.1        0.4        2.0        2.3        0.1        5.0        4.0
 
Number of Traders in Each Category                                    Total Traders:       252
        21         14          5         48         41         23         50         53         11          9         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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    31,610
Positions
     5,466      1,911          0     10,957        440        182      4,047      7,887        500      2,829      5,862          0      7,629     14,828
 
Changes from:       February 14, 2012                                Total Change is:     6,308
      -322      1,075          0      3,600       -413        150        550      2,113          0      1,302        233          0      1,028      3,150
 
Percent of Open Interest Represented by Each Category of Trader
      17.3        6.0        0.0       34.7        1.4        0.6       12.8       25.0        1.6        8.9       18.5        0.0       24.1       46.9
 
Number of Traders in Each Category                                    Total Traders:        49
         8          4          0         11          .          .         10          7          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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    43,754
Positions
     9,060     11,439      1,570      9,387      4,493        702     10,066      3,929      2,295      2,904      2,552          0      7,770     16,774
 
Changes from:       February 14, 2012                                Total Change is:    -2,327
    -2,327      3,278        132      1,211      1,543        -50        281      1,659       -859        338      2,346          0     -1,053    -10,376
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       26.1        3.6       21.5       10.3        1.6       23.0        9.0        5.2        6.6        5.8        0.0       17.8       38.3
 
Number of Traders in Each Category                                    Total Traders:        63
        11         13          4          8          4          .         13          9          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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    48,541
Positions
     2,397      4,421        187     34,730     24,669      3,993      2,825     12,749        165          0          0          0      4,244      2,357
 
Changes from:       February 14, 2012                                Total Change is:     2,090
       209        512          8      2,438       -527       -164         21      2,004          0          0          0          0       -422        257
 
Percent of Open Interest Represented by Each Category of Trader
       4.9        9.1        0.4       71.5       50.8        8.2        5.8       26.3        0.3        0.0        0.0        0.0        8.7        4.9
 
Number of Traders in Each Category                                    Total Traders:        57
         .          .          .         22         20          9          .          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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    80,985
Positions
    11,881     26,457        898     34,340     24,818      3,650     11,784     20,670        608      7,013        330        670     10,141      2,884
 
Changes from:       February 14, 2012                                Total Change is:     1,487
       -52      1,150        104      1,686        753       -729        154        776        -29          4         67         -1        350       -604
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       32.7        1.1       42.4       30.6        4.5       14.6       25.5        0.8        8.7        0.4        0.8       12.5        3.6
 
Number of Traders in Each Category                                    Total Traders:        91
         9         12          .         21         11          8         18          7          .         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   598,173
Positions
     9,920     73,357      7,603    252,263    133,274     89,428     78,495     80,698      7,287     13,980     53,179      2,627    136,570    150,720
 
Changes from:       February 14, 2012                                Total Change is:    -6,872
    -6,344     -7,591      2,567    -15,387    -12,254     -1,988      8,403      1,147       -713      4,592       -453      2,220       -222     10,193
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       12.3        1.3       42.2       22.3       15.0       13.1       13.5        1.2        2.3        8.9        0.4       22.8       25.2
 
Number of Traders in Each Category                                    Total Traders:       156
         7         17         13         40         21         32         30         24         21          4         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   375,738
Positions
     4,577    135,731      2,067    265,495     28,760     36,900      1,805    113,801      4,174      1,375      2,100      1,945     57,400     50,260
 
Changes from:       February 14, 2012                                Total Change is:    -2,337
       -38    -13,394       -195     -8,885        291      3,879        -25      5,705        697          0        -61       -999      3,229      1,740
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       36.1        0.6       70.7        7.7        9.8        0.5       30.3        1.1        0.4        0.6        0.5       15.3       13.4
 
Number of Traders in Each Category                                    Total Traders:        68
         .          9          4         36          8         20          .          9          6          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   860,803
Positions
    83,336     88,278      7,592    163,929    289,209     77,172    303,479    228,743     18,459     83,993     36,425      8,924    113,919    106,001
 
Changes from:       February 14, 2012                                Total Change is:   -31,320
   -21,500     -5,362        810      3,708     10,329     -8,025    -17,430    -41,005      6,285      7,176      4,671      1,296     -3,640       -319
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       10.3        0.9       19.0       33.6        9.0       35.3       26.6        2.1        9.8        4.2        1.0       13.2       12.3
 
Number of Traders in Each Category                                    Total Traders:       215
        14         23          9         36         33         42         40         39         25         12         18          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 1,882,600
Positions
   177,861    122,329     46,939    745,939    913,054    139,022    379,681    168,354     56,563     51,505    106,300     10,342    274,748    319,697
 
Changes from:       February 14, 2012                                Total Change is:    79,248
    26,978       -767      9,681     20,375     65,150     -7,849     41,065     14,846      2,118       -476     -1,882      2,786    -15,430     -4,835
 
Percent of Open Interest Represented by Each Category of Trader
       9.4        6.5        2.5       39.6       48.5        7.4       20.2        8.9        3.0        2.7        5.6        0.5       14.6       17.0
 
Number of Traders in Each Category                                    Total Traders:       273
        31         25         26         27         63         49         40         60         47          8         19          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 1,404,544
Positions
   103,589    162,401     19,144    407,176    675,680    150,977    311,269     75,926     13,982    180,814     62,751      1,221    216,372    242,462
 
Changes from:       February 14, 2012                                Total Change is:   -31,590
    26,002     -4,121      4,286    -98,536        982     -6,524     59,399    -20,248    -10,881     16,260     -3,899        530    -22,126      8,285
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       11.6        1.4       29.0       48.1       10.7       22.2        5.4        1.0       12.9        4.5        0.1       15.4       17.3
 
Number of Traders in Each Category                                    Total Traders:       181
        14         24         14         25         40         39         28         27         20         12         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   546,520
Positions
   160,946    193,461    205,782        540      1,093      2,583     86,929     46,490     52,445      4,678      4,350      1,835     30,782     38,481
 
Changes from:       February 14, 2012                                Total Change is:    20,186
     6,849     -6,613     15,679          0          0          0     -7,642      6,796      2,828       -212        750       -417      3,101      1,163
 
Percent of Open Interest Represented by Each Category of Trader
      29.4       35.4       37.7        0.1        0.2        0.5       15.9        8.5        9.6        0.9        0.8        0.3        5.6        7.0
 
Number of Traders in Each Category                                    Total Traders:        90
        23         23         39          .          .          .         17         16         22          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 is 8,445,006
Positions
 1,622,757  2,025,020  2,019,424    974,945    644,334     73,637    942,671    568,160  1,717,388     80,278    299,033    189,205    824,701    908,805
 
Changes from:       February 14, 2012                                Total Change is:    95,850
   122,407   -153,445    121,748   -100,885     36,247      1,291    -62,924     30,332     38,712     -4,003     10,490     24,396    -44,892    -13,921
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       24.0       23.9       11.5        7.6        0.9       11.2        6.7       20.3        1.0        3.5        2.2        9.8       10.8
 
Number of Traders in Each Category                                    Total Traders:       259
        34         53         81         12          8         12         61         52         95         10         14         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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    10,554
Positions
     5,223      3,563          0      1,391        906          6      2,232      5,804         10      1,415        160          0        277        105
 
Changes from:       February 14, 2012                                Total Change is:       579
       102        239          0         -2          4         -5        429        346          0         25          0          0         30         -5
 
Percent of Open Interest Represented by Each Category of Trader
      49.5       33.8        0.0       13.2        8.6        0.1       21.1       55.0        0.1       13.4        1.5        0.0        2.6        1.0
 
Number of Traders in Each Category                                    Total Traders:        31
         .          .          0          .          5          .          7          6          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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    12,935
Positions
     9,052      8,451          0        943      1,947          0      2,634      2,186          0         40        305          0        266         46
 
Changes from:       February 14, 2012                                Total Change is:       245
      -126         55          0          0        -38          0        352        344          0          0          0          0         19       -116
 
Percent of Open Interest Represented by Each Category of Trader
      70.0       65.3        0.0        7.3       15.1        0.0       20.4       16.9        0.0        0.3        2.4        0.0        2.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        31
         .          6          0          .          4          0          5          9          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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    50,648
Positions
    18,038     30,062          1      2,090        137        541     16,645     16,433        785      3,754        523         24      8,770      2,142
 
Changes from:       February 14, 2012                                Total Change is:    -1,349
      -635        221       -192        -81          0         42       -457     -2,051         96       -186         53         -3         67        485
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       59.4        0.0        4.1        0.3        1.1       32.9       32.4        1.5        7.4        1.0        0.0       17.3        4.2
 
Number of Traders in Each Category                                    Total Traders:        94
         4          4          .          7          .          .         28         21          .         21          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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   204,578
Positions
   105,180     51,259     20,457     16,086      1,983      2,313     11,891     71,221      3,684      1,358     12,815     22,829     20,780     18,017
 
Changes from:       February 14, 2012                                Total Change is:    -4,976
    10,360      8,067     -4,596      2,858       -122       -312      4,079      3,723     -8,302         69      2,603     -3,464     -5,668     -2,573
 
Percent of Open Interest Represented by Each Category of Trader
      51.4       25.1       10.0        7.9        1.0        1.1        5.8       34.8        1.8        0.7        6.3       11.2       10.2        8.8
 
Number of Traders in Each Category                                    Total Traders:        96
        14         10         16         10          4          7         17         24         14          4          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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    16,519
Positions
    10,556        835          0      2,731      1,009          0      1,817     12,463        628        290      1,021        437         60        126
 
Changes from:       February 14, 2012                                Total Change is:       207
       -25        -30          0        150       -109       -150          0        135        225          0         34          2          5        100
 
Percent of Open Interest Represented by Each Category of Trader
      63.9        5.1        0.0       16.5        6.1        0.0       11.0       75.4        3.8        1.8        6.2        2.6        0.4        0.8
 
Number of Traders in Each Category                                    Total Traders:        25
         .          .          0          5          .          0          .          7          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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     9,711
Positions
       971      8,397          0      6,896          0          0        603      1,159          0          0          0          0      1,241        155
 
Changes from:       February 14, 2012                                Total Change is:    -1,192
        -5        152     -1,204        263          0          0        121         28          0       -250          0          0       -117       -168
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       86.5        0.0       71.0        0.0        0.0        6.2       11.9        0.0        0.0        0.0        0.0       12.8        1.6
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0         10          0          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
 

Updated February 24, 2012