Traders in Financial Futures - Options and Futures Combined 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   136,787
Positions
    22,029     16,093      5,944     18,891     34,118        198     35,666     53,008      6,686      7,879          9        600     38,893     20,131
 
Changes from:       February 14, 2012                                Total Change is:     6,489
    -4,267      2,702       -778       -409          2          0      9,742      5,500        551        -49          4        267      1,431     -1,760
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       11.8        4.3       13.8       24.9        0.1       26.1       38.8        4.9        5.8        0.0        0.4       28.4       14.7
 
Number of Traders in Each Category                                    Total Traders:        78
         7          8          7          7          4          .         24         17         10         10          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    53,334
Positions
    13,278     13,739      1,625      1,033      1,935        160     23,269     19,277        722        601          0          0     12,646     15,877
 
Changes from:       February 14, 2012                                Total Change is:     3,058
      -552      2,976       -292         24         -3          9      1,814        608       -288         64          0          0      2,280         48
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       25.8        3.0        1.9        3.6        0.3       43.6       36.1        1.4        1.1        0.0        0.0       23.7       29.8
 
Number of Traders in Each Category                                    Total Traders:        47
         7          8          6          .          4          .          9         17          6          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   191,544
Positions
   123,624     10,213      2,854     11,173     75,817      2,456     26,167     68,273      2,594      1,612      1,447        146     20,918     27,744
 
Changes from:       February 14, 2012                                Total Change is:    -5,319
    -1,085      1,665         74        430       -670          0     -4,953     -6,897        181       -977        954       -116      1,127       -510
 
Percent of Open Interest Represented by Each Category of Trader
      64.5        5.3        1.5        5.8       39.6        1.3       13.7       35.6        1.4        0.8        0.8        0.1       10.9       14.5
 
Number of Traders in Each Category                                    Total Traders:        95
         9         11          9          7         14          5         22         28         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   168,760
Positions
     9,298     40,331      7,208     64,853      6,169      1,868     58,093     58,807      6,496      1,180      3,584         31     19,733     44,267
 
Changes from:       February 14, 2012                                Total Change is:     2,405
     5,860    -10,557        589       -724       -865        719     -2,709      4,714      2,671       -110        813       -563     -3,330      4,882
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       23.9        4.3       38.4        3.7        1.1       34.4       34.8        3.8        0.7        2.1        0.0       11.7       26.2
 
Number of Traders in Each Category                                    Total Traders:       113
         7         16          9         11          4          4         21         44         18          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   332,546
Positions
   126,328     32,892     11,914     64,160     30,817      4,194     49,904    141,419     29,544      5,458      9,492      3,409     37,635     68,866
 
Changes from:       February 14, 2012                                Total Change is:    -1,923
    -1,155     -1,491        285     -1,252     -1,529       -132     -1,992     -6,577      2,451        -70      2,680     -1,222      1,164      3,612
 
Percent of Open Interest Represented by Each Category of Trader
      38.0        9.9        3.6       19.3        9.3        1.3       15.0       42.5        8.9        1.6        2.9        1.0       11.3       20.7
 
Number of Traders in Each Category                                    Total Traders:       191
        25         14         15         15         18         13         21         71         36          4         23         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   160,100
Positions
    12,390     51,596      6,275      5,967     40,438        751     91,587     28,061      4,916        939      2,494        846     36,428     24,722
 
Changes from:       February 14, 2012                                Total Change is:      -629
      -268     -2,386        424       -361        -16        -16     -1,701     -1,409        586       -203        356         53        857      1,779
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       32.2        3.9        3.7       25.3        0.5       57.2       17.5        3.1        0.6        1.6        0.5       22.8       15.4
 
Number of Traders in Each Category                                    Total Traders:        96
         5         13          9          6          9          .         35         17         15          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   129,282
Positions
    42,340     41,918     75,304          0          0          0      7,766      8,431      3,405          0        120          0        467        104
 
Changes from:       February 14, 2012                                Total Change is:     1,612
      -385        526        594          0          0          0      1,218        474          0          0          0          0        185         18
 
Percent of Open Interest Represented by Each Category of Trader
      32.8       32.4       58.2        0.0        0.0        0.0        6.0        6.5        2.6        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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    55,130
Positions
    14,771     33,782         72      3,626      2,167        567     24,350     10,863      1,021      2,964        573        917      6,842      5,169
 
Changes from:       February 14, 2012                                Total Change is:      -886
      -479          6         34        119       -108        -29       -133       -681         13        -61         22          8       -358       -152
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       61.3        0.1        6.6        3.9        1.0       44.2       19.7        1.9        5.4        1.0        1.7       12.4        9.4
 
Number of Traders in Each Category                                    Total Traders:        98
        17         16          4          5          6          .         29         16          9          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   110,259
Positions
    29,543     67,565        143      7,252      4,333      1,133     48,699     21,726      2,041      5,929      1,145      1,834     13,685     10,339
 
Changes from:       February 14, 2012                                Total Change is:    -1,772
      -958         11         69        237       -216        -58       -266     -1,362         27       -122         44         16       -716       -303
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       61.3        0.1        6.6        3.9        1.0       44.2       19.7        1.9        5.4        1.0        1.7       12.4        9.4
 
Number of Traders in Each Category                                    Total Traders:        98
        17         16          4          5          6          .         29         16          9          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   938,560
Positions
    46,367    199,174     49,276    381,510    165,052     59,560     89,830    165,264    132,788     25,103     35,576     30,274    123,851    101,597
 
Changes from:       February 14, 2012                                Total Change is:   -13,160
    -1,336       -331     -1,661      1,378     -6,636       -117      1,433      6,841    -11,145     -1,105        109     -2,315      1,708      2,095
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       21.2        5.3       40.6       17.6        6.3        9.6       17.6       14.1        2.7        3.8        3.2       13.2       10.8
 
Number of Traders in Each Category                                    Total Traders:       571
        35         55         44        120         59         63         87        133        106         38         44         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   321,230
Positions
    30,391    106,300      8,434    105,624     41,416     14,302     21,537     30,580     50,907      2,221     11,987     12,629     75,186     44,674
 
Changes from:       February 14, 2012                                Total Change is:   -10,885
         1     -3,173        -38       -295     -2,022       -647      1,514      5,495    -11,274       -331        -72     -1,787      1,972      2,633
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       33.1        2.6       32.9       12.9        4.5        6.7        9.5       15.8        0.7        3.7        3.9       23.4       13.9
 
Number of Traders in Each Category                                    Total Traders:       122
         9         18         11         28         13         15         13         28         34          5          8          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,086,647
Positions
   181,375    565,861    102,714  1,436,993    675,742    168,728    455,702    787,653    295,171    121,502    125,031     81,134    243,327    284,612
 
Changes from:       February 14, 2012                                Total Change is:   -11,375
    -1,253     19,641    -13,547     16,950    -14,486     -5,935     43,858     50,992    -43,618     -5,027       -253     -1,479     -1,324     -2,689
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       18.3        3.3       46.6       21.9        5.5       14.8       25.5        9.6        3.9        4.1        2.6        7.9        9.2
 
Number of Traders in Each Category                                    Total Traders:       535
        32         56         34        106         54         57         90        122         98         35         40         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   108,714
Positions
    19,926     27,334          0     54,890     58,696      5,426     16,070      9,629          4      1,965      3,824          0     10,433      3,801
 
Changes from:       February 14, 2012                                Total Change is:      -322
      -667      1,301          0        207     -2,013        294        476        647          0        275        -47          0       -907       -504
 
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          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   112,091
Positions
     6,316     61,736      9,163     31,693      9,180      1,582     45,898     12,613      7,049      1,423      5,582        501      8,466      4,685
 
Changes from:       February 14, 2012                                Total Change is:     4,067
      -500      8,586     -1,152      2,864        -84         64      6,915     -2,051       -942     -1,606        698       -170     -1,406       -882
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       55.1        8.2       28.3        8.2        1.4       40.9       11.3        6.3        1.3        5.0        0.4        7.6        4.2
 
Number of Traders in Each Category                                    Total Traders:       249
        19         30         13         37         22         11         67         43         22         14         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    18,200
Positions
     9,538     13,113         20          0        300          0      5,583      2,824          0          0      1,225          0      3,059        718
 
Changes from:       February 14, 2012                                Total Change is:      -300
       359       -247         -2          0          0          0       -558          0          0          0          0          0        -99        -51
 
Percent of Open Interest Represented by Each Category of Trader
      52.4       72.0        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 - Options and Futures Combined 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   469,456
Positions
    26,354    285,575      3,252    158,467     44,401      7,909    229,350     76,723      7,469      7,116     21,787      2,505     27,033     19,835
 
Changes from:       February 14, 2012                                Total Change is:    21,837
    -8,895     39,567     -1,150     14,320       -420        319     34,437    -13,184     -1,783     -8,029      3,491       -849     -6,533     -4,154
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       60.8        0.7       33.8        9.5        1.7       48.9       16.3        1.6        1.5        4.6        0.5        5.8        4.2
 
Number of Traders in Each Category                                    Total Traders:       249
        19         30          8         37         22         11         65         46         19         14         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   411,474
Positions
   128,012     30,313     22,649    139,068    203,292     26,132     62,960     98,534      3,048      8,154      9,920        685     20,765     16,900
 
Changes from:       February 14, 2012                                Total Change is:     5,625
    -8,253        107      5,106      6,052     -1,317       -100      3,669      3,529       -712       -346       -599         22        186       -410
 
Percent of Open Interest Represented by Each Category of Trader
      31.1        7.4        5.5       33.8       49.4        6.4       15.3       23.9        0.7        2.0        2.4        0.2        5.0        4.1
 
Number of Traders in Each Category                                    Total Traders:       252
        21         14          5         48         41         23         50         53         17          9         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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   732,722
Positions
     9,558     73,272     44,328    255,510    132,333     93,442     65,225     77,560     83,225     15,985     49,434     10,464    154,984    168,663
 
Changes from:       February 14, 2012                                Total Change is:      -670
    -5,203     -5,176      3,568    -15,290    -12,784     -1,071      2,803        567      2,028      5,837       -935      3,548      3,110      9,586
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       10.0        6.0       34.9       18.1       12.8        8.9       10.6       11.4        2.2        6.7        1.4       21.2       23.0
 
Number of Traders in Each Category                                    Total Traders:       160
         9         15         19         41         21         35         29         28         39          7         10          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   377,401
Positions
     4,577    135,731      2,067    265,487     28,760     36,916      1,805    113,767      4,246      1,375      2,100      1,945     58,982     51,869
 
Changes from:       February 14, 2012                                Total Change is:    -2,431
       -38    -13,394       -195     -8,887        291      3,884        -25      5,752        638          0        -61       -999      3,191      1,653
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       36.0        0.5       70.3        7.6        9.8        0.5       30.1        1.1        0.4        0.6        0.5       15.6       13.7
 
Number of Traders in Each Category                                    Total Traders:        68
         .          9          4         36          8         20          .          9          6          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   905,840
Positions
    84,322     87,448     16,422    163,929    289,752     77,670    299,087    223,663     53,175     84,390     37,704     10,706    116,139    109,300
 
Changes from:       February 14, 2012                                Total Change is:   -16,865
   -21,703     -5,972      3,762      3,708     10,405     -8,013    -17,888    -41,621     16,986      7,573      5,177      2,251     -3,540        159
 
Percent of Open Interest Represented by Each Category of Trader
       9.3        9.7        1.8       18.1       32.0        8.6       33.0       24.7        5.9        9.3        4.2        1.2       12.8       12.1
 
Number of Traders in Each Category                                    Total Traders:       218
        16         22         18         36         33         43         42         37         32         13         19          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,247,896
Positions
   151,821    122,991    182,881    748,778    905,506    161,670    369,619    156,714    224,497     52,580     86,034     55,154    300,897    352,449
 
Changes from:       February 14, 2012                                Total Change is:    90,262
    30,551     -6,905     11,700     18,254     62,822     -3,524     39,138     15,767     11,805     -3,216     -1,140     -2,875    -11,570      2,611
 
Percent of Open Interest Represented by Each Category of Trader
       6.8        5.5        8.1       33.3       40.3        7.2       16.4        7.0       10.0        2.3        3.8        2.5       13.4       15.7
 
Number of Traders in Each Category                                    Total Traders:       282
        28         29         49         27         64         54         49         56         75          9         20         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,554,967
Positions
   108,841    158,159     59,317    408,899    675,718    155,886    300,025     70,573     99,800    175,293     62,816     17,745    229,160    254,953
 
Changes from:       February 14, 2012                                Total Change is:   -31,188
    29,997       -258       -657    -98,235     -1,211     -3,449     55,251    -22,799     -6,844     15,425     -3,961        652    -23,329      7,339
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       10.2        3.8       26.3       43.5       10.0       19.3        4.5        6.4       11.3        4.0        1.1       14.7       16.4
 
Number of Traders in Each Category                                    Total Traders:       190
        16         24         23         25         41         44         32         29         34         10         13          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   634,682
Positions
   155,706    194,353    222,535        540      1,093      2,583     78,842     41,170    112,891     14,198      4,472     15,182     32,205     40,403
 
Changes from:       February 14, 2012                                Total Change is:    21,105
     6,325     -6,588     16,106          0          0          0    -10,971      6,561      2,236      3,734        573        740      2,935      1,478
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       30.6       35.1        0.1        0.2        0.4       12.4        6.5       17.8        2.2        0.7        2.4        5.1        6.4
 
Number of Traders in Each Category                                    Total Traders:        97
        20         28         42          .          .          .         18         18         30          .          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is14,319,995
Positions
 1,584,830  2,071,862  3,534,711  1,005,960    682,943    145,673    853,928    394,139  5,488,264     78,117    276,234    749,928    878,583    976,240
 
Changes from:       February 14, 2012                                Total Change is:   241,962
   112,109   -158,032    232,689    -95,545     42,406      4,246    -63,226     22,522    173,474     -5,917      5,742    -54,380    -61,490    -26,705
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       14.5       24.7        7.0        4.8        1.0        6.0        2.8       38.3        0.5        1.9        5.2        6.1        6.8
 
Number of Traders in Each Category                                    Total Traders:       285
        30         58         84          9         16         19         70         63        116         12         18         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    51,145
Positions
    18,038     30,100          6      2,090        137        541     16,650     16,460      1,140      3,756        522         25      8,899      2,215
 
Changes from:       February 14, 2012                                Total Change is:    -1,331
      -634        221       -193        -81          0         42       -469     -2,080        131       -186         52         -3         62        499
 
Percent of Open Interest Represented by Each Category of Trader
      35.3       58.9        0.0        4.1        0.3        1.1       32.6       32.2        2.2        7.3        1.0        0.0       17.4        4.3
 
Number of Traders in Each Category                                    Total Traders:        95
         4          4          .          7          .          .         28         21          5         21          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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