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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       45,093
COMMITMENTS
   4,376    3,287    8,287   26,674   25,411   39,336   36,984    5,757    8,109

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      3,811)
     579      783      720    2,279    1,763    3,578    3,266      232      545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      7.3     18.4     59.2     56.4     87.2     82.0     12.8     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      20       13       22       40       35       68       63
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      233,298
COMMITMENTS
  49,590   22,574   64,871   97,038  106,308  211,499  193,753   21,799   39,546

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     -1,604)
  -1,368     -255      153    1,147     -631      -68     -733   -1,536     -871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      9.7     27.8     41.6     45.6     90.7     83.0      9.3     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      77       85      112       62       67      211      203
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      402,764
COMMITMENTS
 130,489   16,723  108,388  134,869  201,801  373,746  326,911   29,017   75,853

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     -5,520)
  -3,676     -800      -13     -774   -3,526   -4,463   -4,340   -1,057   -1,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4      4.2     26.9     33.5     50.1     92.8     81.2      7.2     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      454)
     167       57      116      116      200      337      333
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,452
COMMITMENTS
   4,087    2,438      948    2,643    4,596    7,678    7,982    1,774    1,470

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        -81)
      41     -270      -20      125      461      146      171     -227     -252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.2     25.8     10.0     28.0     48.6     81.2     84.4     18.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      36       15       12       18       27       59       52
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       44,392
COMMITMENTS
  17,514    4,892    9,246   10,314    8,869   37,074   23,007    7,318   21,384

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      2,108)
     794      144      -69      967    1,253    1,691    1,329      417      780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.5     11.0     20.8     23.2     20.0     83.5     51.8     16.5     48.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      56       24       39       40       56      116      104
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       56,886
COMMITMENTS
   8,549        0       80   37,324   56,044   45,953   56,124   10,933      762

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      5,206)
     -99        0        0    3,901    5,261    3,802    5,261    1,404      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      0.0      0.1     65.6     98.5     80.8     98.7     19.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        0        1       13       15       18       16
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      148,508
COMMITMENTS
  44,746   11,561   11,715   48,075  109,992  104,536  133,269   43,972   15,239

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     27,877)
  -2,309   -1,870   10,192   17,873   22,035   25,756   30,357    2,121   -2,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.1      7.8      7.9     32.4     74.1     70.4     89.7     29.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      41        9       11       24       28       70       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       42,235
COMMITMENTS
  20,811    9,708      952    3,588   20,257   25,351   30,916   16,884   11,319

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     -2,398)
   2,796    1,088      247   -6,913   -5,433   -3,870   -4,098    1,472    1,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.3     23.0      2.3      8.5     48.0     60.0     73.2     40.0     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      19        5        2        8       15       27       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      116,794
COMMITMENTS
  87,694   10,526        0   22,374  105,121  110,068  115,647    6,726    1,147

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    -27,029)
   9,592   -8,094   -1,631  -34,482  -16,292  -26,521  -26,017     -508   -1,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.1      9.0      0.0     19.2     90.0     94.2     99.0      5.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      49       12        0       13       16       62       28
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       73,947
COMMITMENTS
  11,972   19,869    3,340   40,076   30,739   55,388   53,948   18,559   19,998

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    -18,649)
  -2,160   -6,529   -2,033  -14,079   -8,069  -18,272  -16,631     -376   -2,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     26.9      4.5     54.2     41.6     74.9     73.0     25.1     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      12       21        7       23       24       40       47
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      107,936
COMMITMENTS
  35,308   22,251    5,559   44,928   47,706   85,795   75,516   22,141   32,421

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    -34,051)
 -12,724   -2,430      448  -13,959  -29,602  -26,236  -31,585   -7,815   -2,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7     20.6      5.2     41.6     44.2     79.5     70.0     20.5     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      28       35       15       26       24       62       66
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      187,398
COMMITMENTS
  35,815   45,414   26,913   72,910   59,162  135,638  131,489   51,760   55,909

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    -49,047)
   2,570   -2,180     -989  -51,338  -42,144  -49,757  -45,313      710   -3,734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     24.2     14.4     38.9     31.6     72.4     70.2     27.6     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      44       58       47       39       45      109      124
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,510
COMMITMENTS
  21,314    8,793        0      985   14,758   22,299   23,551    2,211      959

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     -3,085)
    -710    5,030     -166   -1,200   -7,436   -2,076   -2,572   -1,009     -513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    87.0     35.9      0.0      4.0     60.2     91.0     96.1      9.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11       12        0        6        7       17       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,072,895
COMMITMENTS
 561,843  174,041  3602628  6105668  6434596 10270139 10211265  802,755  861,629

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -2,473,025)
-295,212 -138,446 -1310865 -765,414 -936,720 -2371491 -2386030 -101,533  -86,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      1.6     32.5     55.1     58.1     92.8     92.2      7.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      73       30       94      122      130      225      230
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,273,678
COMMITMENTS
  83,249   70,675  148,458  866,615  912,928  1098323  1132062  175,355  141,616

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    151,880)
  10,461   -7,386   20,355  106,694  116,906  137,510  129,875   14,371   22,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      5.5     11.7     68.0     71.7     86.2     88.9     13.8     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      572)
     116      121      118      255      240      434      419
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      537,909
COMMITMENTS
  78,158   22,164   49,629  304,955  398,460  432,743  470,253  105,166   67,656

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     60,251)
  11,047   -1,301    7,089   36,488   38,467   54,624   44,254    5,627   15,997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      4.1      9.2     56.7     74.1     80.4     87.4     19.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      26       28       38       80       75      128      120
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,678,844
COMMITMENTS
 334,866  551,966  184,733  2808301  2572344  3327900  3309043  350,944  369,801

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    458,145)
  20,547   -6,947   42,855  351,027  392,196  414,429  428,104   43,716   30,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     15.0      5.0     76.3     69.9     90.5     89.9      9.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      512)
     100      108       96      224      215      375      371
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      124,249
COMMITMENTS
  14,363    6,538      439   97,914  113,837  112,716  120,814   11,533    3,435

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     15,906)
  -1,295     -276      112   15,780   15,851   14,597   15,687    1,308      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      5.3      0.4     78.8     91.6     90.7     97.2      9.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      15        5        2       50       40       66       46
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      136,381
COMMITMENTS
  24,443   10,049   11,938   85,887  104,878  122,269  126,865   14,112    9,516

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     24,606)
   1,105      309    2,822   18,483   18,430   22,410   21,560    2,195    3,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      7.4      8.8     63.0     76.9     89.7     93.0     10.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      82       36       24      101       89      193      141
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       30,365
COMMITMENTS
   9,553    1,520       10   14,464   27,207   24,027   28,737    6,338    1,628

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      2,798)
   1,132      -53       10    1,451    2,212    2,593    2,169      205      629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5      5.0      0.0     47.6     89.6     79.1     94.6     20.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        3        1       10       20       17       23
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      530,082
COMMITMENTS
 119,834   88,027   14,258  357,115  388,356  491,208  490,641   38,874   39,441

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    109,039)
   6,158    8,103    7,767   85,162   81,088   99,087   96,957    9,952   12,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     16.6      2.7     67.4     73.3     92.7     92.6      7.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      78       38       20       97       84      183      134
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      120,035
COMMITMENTS
  62,214    8,321    3,464   23,537   95,582   89,216  107,368   30,819   12,667

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    -12,666)
   8,107   -2,086    1,131  -20,421   -9,200  -11,183  -10,155   -1,483   -2,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.8      6.9      2.9     19.6     79.6     74.3     89.4     25.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      31       12        9       14       20       50       36
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       37,411
COMMITMENTS
   8,349   12,161        2   18,377    7,100   26,728   19,263   10,683   18,148

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    -26,176)
  -1,711     -881     -475   -8,775   -9,863  -10,961  -11,219  -15,215  -14,957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     32.5      0.0     49.1     19.0     71.4     51.5     28.6     48.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      13       11        1       22        9       36       20
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       48,152
COMMITMENTS
  13,673    6,116       84   22,659   19,894   36,416   26,094   11,736   22,058

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    -11,352)
    -399    1,259   -1,833   -3,817  -13,506   -6,049  -14,080   -5,303    2,728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4     12.7      0.2     47.1     41.3     75.6     54.2     24.4     45.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      13        5        1       19       16       32       22
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       33,241
COMMITMENTS
   4,100      806      729   24,543   29,639   29,372   31,174    3,869    2,067

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      4,275)
     541     -492      429    3,589    4,508    4,559    4,445     -284     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      2.4      2.2     73.8     89.2     88.4     93.8     11.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        4        5       21       26       28       33
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       46,631
COMMITMENTS
  14,257    1,681        0   20,513   38,032   34,770   39,713   11,861    6,918

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      7,147)
     925      -91      -16    1,677    2,104    2,586    1,997    4,561    5,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6      3.6      0.0     44.0     81.6     74.6     85.2     25.4     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      16        2        0       20       19       36       21
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,865
COMMITMENTS
   4,008    2,735      734    9,157   11,626   13,899   15,095    1,966      770

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      1,309)
     198       88      728     -192      130      734      946      575      363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     17.2      4.6     57.7     73.3     87.6     95.1     12.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        2        1        6        2       18        4
```

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Updated December 17, 2010