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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,613
COMMITMENTS
     201       70        0    1,845    1,786    2,046    1,856      567      757

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      2.7      0.0     70.6     68.4     78.3     71.0     21.7     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       12       11       14       12
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       48,669
COMMITMENTS
   4,707    3,188    9,506   28,843   26,597   43,056   39,291    5,613    9,378

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      1,098)
    -138      -55      372    1,404      411    1,638      727     -540      370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      6.6     19.5     59.3     54.6     88.5     80.7     11.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      21       15       22       40       37       69       67
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      226,294
COMMITMENTS
  53,158   19,822   56,409   93,724  111,094  203,291  187,326   23,003   38,968

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:     12,039)
   5,048   -4,883    6,353   -1,498    8,943    9,902   10,413    2,136    1,626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      8.8     24.9     41.4     49.1     89.8     82.8     10.2     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      76       73      100       59       70      204      188
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      404,928
COMMITMENTS
 129,603   19,631  112,833  133,473  196,335  375,909  328,799   29,019   76,129

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      6,915)
   2,160    3,509    3,655     -729   -2,131    5,087    5,033    1,829    1,882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.0      4.8     27.9     33.0     48.5     92.8     81.2      7.2     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      429)
     161       53      117       92      189      307      317
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       11,307
COMMITMENTS
   5,119    1,943    1,423    2,743    6,574    9,285    9,940    2,022    1,368

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:        929)
     719      399       75      130      652      924    1,126        5     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.3     17.2     12.6     24.3     58.1     82.1     87.9     17.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      40       14       13       20       35       69       55
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       52,323
COMMITMENTS
  19,499    4,552   12,777   12,286   10,648   44,562   27,977    7,761   24,346

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      3,527)
     659     -256    1,695    1,154      972    3,508    2,411       19    1,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.3      8.7     24.4     23.5     20.4     85.2     53.5     14.8     46.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      62       26       45       51       64      137      118
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       58,730
COMMITMENTS
  10,072        0    2,645   45,335   55,725   58,053   58,371      677      359

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      1,844)
   1,523        0    2,565    8,011     -318   12,100    2,247  -10,256     -403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      0.0      4.5     77.2     94.9     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        0        2       11       13       17       15
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      120,992
COMMITMENTS
  58,212   23,734    2,631   16,497   77,836   77,340  104,201   43,652   16,791

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:     22,305)
  18,004    8,788      679    1,045   10,553   19,729   20,020    2,576    2,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.1     19.6      2.2     13.6     64.3     63.9     86.1     36.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      42       11       10       19       27       66       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       49,371
COMMITMENTS
  24,422    9,954    1,406    3,400   28,700   29,228   40,060   20,143    9,311

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      1,868)
  -1,166   -2,511      352      -22    5,053     -835    2,895    2,703   -1,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.5     20.2      2.8      6.9     58.1     59.2     81.1     40.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      19        8        4        8       19       28       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      125,232
COMMITMENTS
  96,664   14,418        0   21,519  109,615  118,183  124,033    7,049    1,199

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      8,900)
   7,598    3,354        0      657    5,685    8,255    9,039      645     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.2     11.5      0.0     17.2     87.5     94.4     99.0      5.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      55       12        0       15       21       70       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       93,334
COMMITMENTS
  19,811   30,370    5,605   49,341   31,913   74,756   67,888   18,578   25,446

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:     14,234)
   3,500    8,639    1,204    9,963    1,380   14,667   11,223     -433    3,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     32.5      6.0     52.9     34.2     80.1     72.7     19.9     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      16       29       15       28       28       53       63
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      122,708
COMMITMENTS
  50,182   20,685    6,691   39,223   62,156   96,096   89,532   26,612   33,176

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:     19,696)
  15,322   -1,394      116   -1,533   19,229   13,905   17,951    5,792    1,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.9     16.9      5.5     32.0     50.7     78.3     73.0     21.7     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      30       40       20       25       25       68       72
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      215,097
COMMITMENTS
  33,478   57,818   37,721   90,813   65,020  162,012  160,559   53,085   54,539

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      5,506)
  -5,180    7,297      434   10,751   -3,131    6,005    4,600     -499      906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     26.9     17.5     42.2     30.2     75.3     74.6     24.7     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      53       60       56       42       46      121      136
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       25,090
COMMITMENTS
  18,570   10,455        0    3,991   13,434   22,561   23,889    2,529    1,201

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:          9)
     790       41        0   -1,159      108     -369      149      378     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.0     41.7      0.0     15.9     53.5     89.9     95.2     10.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      15       12        0       11        8       26       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,400,478
COMMITMENTS
 585,247  191,721  3846665  6170946  6456219 10602858 10494606  797,620  905,872

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:     -7,169)
  22,521   24,032   -7,416  -18,368   -1,386   -3,263   15,230   -3,906  -22,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      1.7     33.7     54.1     56.6     93.0     92.1      7.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      72       36       94      124      132      232      233
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      870,595
COMMITMENTS
  70,391   75,044   50,382  622,371  647,309  743,143  772,735  127,451   97,860

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:     12,606)
  -3,035    3,580    1,790   14,795    4,090   13,549    9,459     -943    3,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      8.6      5.8     71.5     74.4     85.4     88.8     14.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      527)
     100      118       81      223      208      375      355
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      339,856
COMMITMENTS
  23,607   19,244   26,309  207,202  250,193  257,118  295,746   82,738   44,110

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      1,708)
     119    1,271   -1,094    2,678    1,421    1,702    1,598        6      111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      5.7      7.7     61.0     73.6     75.7     87.0     24.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      17       27       27       67       63      104       97
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,653,693
COMMITMENTS
 263,535  308,615   90,747  2075845  1985580  2430127  2384942  223,566  268,751

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:     54,489)
 -11,492   15,824   10,140   60,587   13,344   59,235   39,308   -4,746   15,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     11.6      3.4     78.2     74.8     91.6     89.9      8.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      473)
      91      103       70      197      188      330      319
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       98,769
COMMITMENTS
  13,686    6,566      192   73,843   88,860   87,721   95,618   11,048    3,151

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:        258)
      13     -365      -35      240      546      218      146       40      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      6.6      0.2     74.8     90.0     88.8     96.8     11.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      14        6        1       42       39       56       46
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       75,065
COMMITMENTS
  23,216    6,887    1,635   41,820   63,254   66,671   71,776    8,394    3,289

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      7,403)
  -1,825     -625    1,120    4,960    6,684    4,255    7,180    3,148      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9      9.2      2.2     55.7     84.3     88.8     95.6     11.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      73       27       14       72       74      151      109
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:        9,418
COMMITMENTS
   1,972      471        0    4,214    8,001    6,186    8,472    3,232      946

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:    -20,947)
  -7,581   -1,049      -10  -10,250  -19,206  -17,841  -20,265   -3,106     -682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      5.0      0.0     44.7     85.0     65.7     90.0     34.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        0        5       11        9       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      328,233
COMMITMENTS
 111,618   37,479    2,775  188,030  276,266  302,423  316,520   25,810   11,713

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:    -10,078)
 -13,584      -78      200    3,729   -6,583   -9,656   -6,461     -422   -3,616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.0     11.4      0.8     57.3     84.2     92.1     96.4      7.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      69       27       13       71       72      146      106
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      131,725
COMMITMENTS
  75,626   11,094    4,616   16,432  101,169   96,674  116,880   35,050   14,845

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      9,924)
   5,994    2,381    1,165     -409    5,034    6,750    8,580    3,174    1,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.4      8.4      3.5     12.5     76.8     73.4     88.7     26.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      40       10       13       13       22       56       42
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       38,595
COMMITMENTS
   9,409   12,342        2   19,129    7,007   28,540   19,351   10,055   19,244

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:       -704)
    -162     -456        0      216      851       54      395     -758   -1,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     32.0      0.0     49.6     18.2     73.9     50.1     26.1     49.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      14       12        1       20        9       35       21
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       43,934
COMMITMENTS
  11,855    6,230      249   21,937   21,087   34,041   27,566    9,893   16,368

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:     -2,519)
  -1,950     -335      -84     -415      425   -2,449        6      -70   -2,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0     14.2      0.6     49.9     48.0     77.5     62.7     22.5     37.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      13        5        2       18       17       32       23
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       27,669
COMMITMENTS
   4,662      937      365   19,105   24,496   24,132   25,798    3,537    1,871

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:        -26)
    -186      200        0      404     -290      218      -90     -244       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      3.4      1.3     69.0     88.5     87.2     93.2     12.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        4        1       20       24       26       29
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       37,890
COMMITMENTS
  13,989    1,920        6   16,937   34,568   30,932   36,494    6,958    1,396

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:       -428)
     214        0        0     -442       22     -228       22     -200     -450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.9      5.1      0.0     44.7     91.2     81.6     96.3     18.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      14        3        1       22       18       37       21
```

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Updated January 3, 2011