BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,670
COMMITMENTS
     149      213       81    2,917    2,800    3,147    3,094      523      576

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        297)
       0        2        9      279      161      288      172        9      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      5.8      2.2     79.5     76.3     85.7     84.3     14.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        4        4       14       10       19       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       21,515
COMMITMENTS
   4,523    3,245    1,212   13,300   12,613   19,035   17,070    2,480    4,445

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        667)
     783      283      -68       61      298      776      513     -109      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     15.1      5.6     61.8     58.6     88.5     79.3     11.5     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      20       19       20       32       22       62       51
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      225,067
COMMITMENTS
  80,314   60,708   38,568   80,070   93,992  198,952  193,268   26,115   31,799

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      5,073)
   4,009   11,636   -1,356    2,862   -3,271    5,515    7,009     -442   -1,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     27.0     17.1     35.6     41.8     88.4     85.9     11.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      85       82       92       68       79      210      215
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      332,943
COMMITMENTS
 105,424  114,089   47,829  145,107  126,048  298,360  287,966   34,583   44,977

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      2,104)
  -1,327    4,751   -3,085    3,061   -1,414   -1,351      252    3,455    1,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     34.3     14.4     43.6     37.9     89.6     86.5     10.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
     104      121      114       88      131      254      322
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,277
COMMITMENTS
   3,533    1,649      441    2,197    4,659    6,171    6,749    2,106    1,528

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:       -397)
    -183      -17       56       93     -295      -34     -256     -363     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.7     19.9      5.3     26.5     56.3     74.6     81.5     25.4     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      31       19       11       22       22       61       46
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       39,057
COMMITMENTS
   9,788   14,753    4,488   13,564    6,233   27,840   25,474   11,217   13,583

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:       -221)
  -1,142      828     -444      622     -418     -964      -34      743     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     37.8     11.5     34.7     16.0     71.3     65.2     28.7     34.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      35       49       30       63       49      116      118
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,669
COMMITMENTS
   1,285    2,450      165    3,831    2,786    5,281    5,401      388      268

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        705)
     209      476        2      384       59      595      537      110      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     43.2      2.9     67.6     49.1     93.2     95.3      6.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        5        6       18       10       28       18
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       71,333
COMMITMENTS
  12,289    5,586    2,994   55,289   62,315   70,572   70,895      761      438

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     -4,419)
     755      215        0   -5,131   -4,562   -4,376   -4,347      -43      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      7.8      4.2     77.5     87.4     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        5        2       15       17       20       23
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      195,893
COMMITMENTS
  42,171   63,604    1,278  123,275   93,736  166,724  158,618   29,169   37,275

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     39,711)
  -3,862   36,950    1,149   46,725   -2,818   44,012   35,281   -4,301    4,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     32.5      0.7     62.9     47.9     85.1     81.0     14.9     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      24       30        9       28       24       55       60
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       47,602
COMMITMENTS
   8,165   16,356    1,163   23,135   18,692   32,463   36,211   15,139   11,391

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      4,769)
  -2,904    4,612      156   11,303   -2,560    8,555    2,208   -3,786    2,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     34.4      2.4     48.6     39.3     68.2     76.1     31.8     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8       11        2       10       13       19       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      173,806
COMMITMENTS
 120,401   15,597    1,921   42,999  150,388  165,321  167,906    8,485    5,900

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        602)
  -4,212    7,149      240    6,029  -11,037    2,057   -3,648   -1,455    4,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.3      9.0      1.1     24.7     86.5     95.1     96.6      4.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      77       23       10       18       20      100       49
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      205,183
COMMITMENTS
  31,126   67,256    1,789  155,078   89,382  187,993  158,427   17,190   46,756

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     18,156)
  -9,542    3,223      436   26,334    6,680   17,228   10,339      928    7,817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     32.8      0.9     75.6     43.6     91.6     77.2      8.4     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      20       45        9       32       33       58       81
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      216,323
COMMITMENTS
  51,998  117,342    2,233  144,872   40,046  199,103  159,621   17,220   56,702

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     -1,918)
  -2,664   -3,211      422   -1,067    6,265   -3,309    3,476    1,391   -5,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     54.2      1.0     67.0     18.5     92.0     73.8      8.0     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      32       55       13       31       23       70       84
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      230,567
COMMITMENTS
  74,832   84,226    5,803  101,311   93,280  181,946  183,309   48,621   47,258

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     -3,472)
  -6,182   22,315      873    9,607  -24,722    4,298   -1,534   -7,770   -1,938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     36.5      2.5     43.9     40.5     78.9     79.5     21.1     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      32       63       17       51       51       93      121
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       43,124
COMMITMENTS
  17,430   11,088      760   23,842   30,914   42,032   42,762    1,092      362

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      3,084)
    -188    1,386      226    3,039    1,356    3,077    2,968        7      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4     25.7      1.8     55.3     71.7     97.5     99.2      2.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      17        3        3       10       11       28       16
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       32,864
COMMITMENTS
  23,570    3,273    2,026    2,987   24,627   28,583   29,926    4,281    2,938

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     -4,691)
  -4,583     -187    1,265     -205   -6,501   -3,523   -5,423   -1,168      732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.7     10.0      6.2      9.1     74.9     87.0     91.1     13.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      25       14        2       10       15       35       31
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,192,201
COMMITMENTS
 1198645  784,635  1801046  5211103  5502796  8210794  8088477  981,407  1103724

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    242,680)
 259,730   87,166    3,258 -141,746  103,245  121,242  193,669  121,438   49,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      8.5     19.6     56.7     59.9     89.3     88.0     10.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      63       37       80      109      120      216      208
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      875,260
COMMITMENTS
  97,415   76,975   29,854  620,074  667,922  747,344  774,752  127,917  100,509

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     18,722)
   4,242    3,546    9,743  -15,861   -5,938   -1,876    7,351   20,598   11,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      8.8      3.4     70.8     76.3     85.4     88.5     14.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      564)
     126      104       56      237      230      387      367
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      227,911
COMMITMENTS
  22,067   12,148    1,536  148,133  161,239  171,736  174,923   56,175   52,988

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        826)
   1,520    8,867      193    3,811  -19,373    5,524  -10,313   -4,698   11,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      5.3      0.7     65.0     70.7     75.4     76.8     24.6     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      14       10        6       53       48       69       62
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,236,746
COMMITMENTS
 439,892  387,287   78,439  2359707  2533417  2878038  2999143  358,708  237,603

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     89,478)
  50,218   10,004   11,141  -98,359   67,177  -37,000   88,322  126,478    1,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     12.0      2.4     72.9     78.3     88.9     92.7     11.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      539)
     117      104       51      218      210      360      341
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      122,831
COMMITMENTS
  22,627    2,128        0   87,745  117,887  110,372  120,015   12,459    2,816

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:       -980)
   3,881       -9     -467   -4,694     -424   -1,280     -900      300      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      1.7      0.0     71.4     96.0     89.9     97.7     10.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      18        2        0       54       42       72       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       66,351
COMMITMENTS
  16,348    7,004      805   43,869   54,301   61,021   62,109    5,329    4,242

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     -3,342)
  -2,822    1,520      454     -705   -4,772   -3,073   -2,797     -269     -545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     10.6      1.2     66.1     81.8     92.0     93.6      8.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      63       31       16       74       68      142      111
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      331,754
COMMITMENTS
  81,739   35,018    4,023  219,345  271,503  305,107  310,544   26,647   21,210

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    -16,710)
 -14,111    7,602    2,270   -3,525  -23,859  -15,366  -13,987   -1,344   -2,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     10.6      1.2     66.1     81.8     92.0     93.6      8.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      63       31       16       74       68      142      111
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      157,363
COMMITMENTS
  79,140   53,445    1,045   56,173   75,351  136,358  129,841   21,005   27,522

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     -1,983)
  -8,781    9,505      507   13,336  -14,963    5,062   -4,951   -7,045    2,968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.3     34.0      0.7     35.7     47.9     86.7     82.5     13.3     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      28       43        7       23       24       55       70
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       74,869
COMMITMENTS
  21,002   16,507      689   39,663   21,621   61,354   38,817   13,515   36,052

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:       -310)
  -2,446   -5,908      116    2,042    1,633     -288   -4,159      -22    3,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     22.0      0.9     53.0     28.9     81.9     51.8     18.1     48.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      23       13        5       24       12       50       27
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       74,575
COMMITMENTS
  33,484    9,509    1,331   32,251   34,095   67,066   44,935    7,509   29,640

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     -6,364)
  -5,877    2,197      420       58    4,948   -5,399    7,565     -965  -13,929

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9     12.8      1.8     43.2     45.7     89.9     60.3     10.1     39.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      30       11        6       36       27       68       42
 

Updated March 1, 2013