```
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    29,741:     3,177      6,027        677     22,072     18,320     25,926     25,024:     3,815      4,717
Old  :    29,741:     3,177      6,027        677     22,072     18,320     25,926     25,024:     3,815      4,717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :    -3,656:    -1,088       -842       -148     -2,349     -3,124     -3,585     -4,114:       -71        458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       20.3        2.3       74.2       61.6       87.2       84.1:      12.8       15.9
Old  :     100.0:      10.7       20.3        2.3       74.2       61.6       87.2       84.1:      12.8       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        11         18         11         31         28         50         50:
Old  :        72:        11         18         11         31         28         50         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       35.6       57.1       48.8       43.7       31.3       55.8       44.5
Old  :                 43.7       35.6       57.1       48.8       43.7       31.3       55.8       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   205,296:    51,072     27,930     41,529     91,099    102,270    183,700    171,729:    21,596     33,567
Old  :   201,064:    49,877     28,058     40,975     90,316     99,516    181,168    168,549:    19,896     32,515
Other:     4,232:     1,485        162        264        783      2,754      2,532      3,180:     1,700      1,052
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :       225:    -1,156     -1,407      2,265       -691      1,279        418      2,137:      -193     -1,912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       13.6       20.2       44.4       49.8       89.5       83.6:      10.5       16.4
Old  :     100.0:      24.8       14.0       20.4       44.9       49.5       90.1       83.8:       9.9       16.2
Other:     100.0:      35.1        3.8        6.2       18.5       65.1       59.8       75.1:      40.2       24.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        67         78         91         56         69        189        191:
Old  :       248:        65         82         89         55         68        186        190:
Other:        63:        17          9          5         15         27         33         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       23.3       34.2       32.6       21.2       23.1       33.4       30.2
Old  :                 22.0       23.4       34.8       32.8       21.7       23.3       34.0       30.2
Other:                 27.4       34.5       40.2       50.6       24.8       34.4       34.2       47.1
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   330,306:   131,392     54,412     47,452    125,242    165,229    304,086    267,093:    26,220     63,213
Old  :   330,306:   131,392     54,412     47,452    125,242    165,229    304,086    267,093:    26,220     63,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     5,058:     4,575      7,517        649        221     -2,051      5,445      6,115:      -387     -1,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       16.5       14.4       37.9       50.0       92.1       80.9:       7.9       19.1
Old  :     100.0:      39.8       16.5       14.4       37.9       50.0       92.1       80.9:       7.9       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       425:       142         76         99         68        183        275        303:
Old  :       425:       142         76         99         68        183        275        303:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       13.8       30.6       21.3       18.2       12.8       29.9       19.1
Old  :                 19.0       13.8       30.6       21.3       18.2       12.8       29.9       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :    11,783:     5,581      1,965      1,426      2,724      6,991      9,731     10,382:     2,052      1,401
Old  :    11,783:     5,581      1,965      1,426      2,724      6,991      9,731     10,382:     2,052      1,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :       666:       477        -22        131         -8        480        600        589:        66         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.4       16.7       12.1       23.1       59.3       82.6       88.1:      17.4       11.9
Old  :     100.0:      47.4       16.7       12.1       23.1       59.3       82.6       88.1:      17.4       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        41         16          8         24         35         73         53:
Old  :       100:        41         16          8         24         35         73         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       28.8       43.1       45.4       27.3       26.6       41.4       39.8
Old  :                 27.3       28.8       43.1       45.4       27.3       26.6       41.4       39.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    49,136:    20,460      6,550      9,421     12,068     10,746     41,949     26,717:     7,187     22,419
Old  :    49,136:    20,460      6,550      9,421     12,068     10,746     41,949     26,717:     7,187     22,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     1,951:     1,020       -428        905        -33      1,179      1,892      1,656:        59        295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.6       13.3       19.2       24.6       21.9       85.4       54.4:      14.6       45.6
Old  :     100.0:      41.6       13.3       19.2       24.6       21.9       85.4       54.4:      14.6       45.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        55         35         38         38         67        117        123:
Old  :       178:        55         35         38         38         67        117        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       14.8       31.7       21.6       17.4        8.8       28.4       13.6
Old  :                 17.8       14.8       31.7       21.6       17.4        8.8       28.4       13.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    58,622:    10,347          0      2,580     45,181     55,948     58,108     58,528:       514         94
Old  :    58,622:    10,347          0      2,580     45,181     55,948     58,108     58,528:       514         94
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :         0:       317          0          0       -154        265        163        265:      -163       -265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        0.0        4.4       77.1       95.4       99.1       99.8:       0.9        0.2
Old  :     100.0:      17.7        0.0        4.4       77.1       95.4       99.1       99.8:       0.9        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          0          1         11         13         17         14:
Old  :        20:         6          0          1         11         13         17         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.3       63.1       92.2       87.2       67.1       58.2       73.6       72.8
Old  :                 78.3       63.1       92.2       87.2       67.1       58.2       73.6       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   120,758:    65,421     27,073         55     12,903     78,154     78,379    105,282:    42,379     15,476
Old  :   120,758:    65,421     27,073         55     12,903     78,154     78,379    105,282:    42,379     15,476
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     7,535:     7,279      3,718         35       -567      3,085      6,747      6,838:       788        697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.2       22.4        0.0       10.7       64.7       64.9       87.2:      35.1       12.8
Old  :     100.0:      54.2       22.4        0.0       10.7       64.7       64.9       87.2:      35.1       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        47          7          1         14         27         61         35:
Old  :        87:        47          7          1         14         27         61         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       47.2       33.1       62.2       21.3       47.2       33.1       62.2
Old  :                 21.3       47.2       33.1       62.2       21.3       47.2       33.1       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    47,484:    24,487     11,455          9      2,309     28,081     26,805     39,545:    20,679      7,939
Old  :    47,484:    24,487     11,455          9      2,309     28,081     26,805     39,545:    20,679      7,939
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     1,128:       138      1,108        -81       -137        614        -80      1,641:     1,208       -513
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.6       24.1        0.0        4.9       59.1       56.5       83.3:      43.5       16.7
Old  :     100.0:      51.6       24.1        0.0        4.9       59.1       56.5       83.3:      43.5       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        17         10          1          5         18         22         29:
Old  :        47:        17         10          1          5         18         22         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       43.4       39.1       57.5       26.8       43.4       39.1       57.5
Old  :                 26.8       43.4       39.1       57.5       26.8       43.4       39.1       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   118,786:    91,372     17,062          0     19,581    100,190    110,953    117,252:     7,833      1,534
Old  :   118,786:    91,372     17,062          0     19,581    100,190    110,953    117,252:     7,833      1,534
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :    -6,446:    -5,292      2,644          0     -1,938     -9,425     -7,230     -6,781:       784        335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.9       14.4        0.0       16.5       84.3       93.4       98.7:       6.6        1.3
Old  :     100.0:      76.9       14.4        0.0       16.5       84.3       93.4       98.7:       6.6        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        65         12          0         14         22         79         34:
Old  :       108:        65         12          0         14         22         79         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       65.1       61.4       85.2       45.4       65.1       61.4       85.1
Old  :                 45.4       65.1       61.4       85.2       45.4       65.1       61.4       85.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :    84,270:    17,494     31,627         15     49,436     27,719     66,945     59,361:    17,325     24,909
Old  :    84,270:    17,494     31,627         15     49,436     27,719     66,945     59,361:    17,325     24,909
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     2,129:      -800        212          0      2,903      1,606      2,103      1,818:        26        311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       37.5        0.0       58.7       32.9       79.4       70.4:      20.6       29.6
Old  :     100.0:      20.8       37.5        0.0       58.7       32.9       79.4       70.4:      20.6       29.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        11         24          1         24         23         36         47:
Old  :        71:        11         24          1         24         23         36         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.2       20.7       60.0       35.3       40.2       19.8       58.4       34.5
Old  :                 40.2       20.7       60.0       35.3       40.2       19.8       58.4       34.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   128,483:    65,924     26,859        302     35,714     74,487    101,940    101,648:    26,543     26,835
Old  :   128,483:    65,924     26,859        302     35,714     74,487    101,940    101,648:    26,543     26,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :    19,140:    15,983      6,559         83        510     15,434     16,576     22,076:     2,564     -2,936
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.3       20.9        0.2       27.8       58.0       79.3       79.1:      20.7       20.9
Old  :     100.0:      51.3       20.9        0.2       27.8       58.0       79.3       79.1:      20.7       20.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        33         34          7         19         26         57         62:
Old  :       105:        33         34          7         19         26         57         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       38.4       44.2       53.6       27.6       38.0       44.0       53.2
Old  :                 27.6       38.4       44.2       53.6       27.6       38.0       44.0       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   163,239:    37,102     61,303      1,185     77,703     52,848    115,990    115,336:    47,249     47,903
Old  :   163,239:    37,102     61,303      1,185     77,703     52,848    115,990    115,336:    47,249     47,903
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :       927:     3,269        991        333     -2,322        350      1,280      1,674:      -353       -747
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       37.6        0.7       47.6       32.4       71.1       70.7:      28.9       29.3
Old  :     100.0:      22.7       37.6        0.7       47.6       32.4       71.1       70.7:      28.9       29.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        41         53         12         36         40         84         98:
Old  :       155:        41         53         12         36         40         84         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       18.6       35.5       27.2       23.7       18.6       34.7       27.2
Old  :                 24.2       18.6       35.5       27.2       23.7       18.6       34.7       27.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    26,443:    21,162     10,431          0      2,210     15,002     23,372     25,433:     3,071      1,010
Old  :    26,443:    21,162     10,431          0      2,210     15,002     23,372     25,433:     3,071      1,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     1,353:     2,592        -24          0     -1,781      1,568        811      1,544:       542       -191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.0       39.4        0.0        8.4       56.7       88.4       96.2:      11.6        3.8
Old  :     100.0:      80.0       39.4        0.0        8.4       56.7       88.4       96.2:      11.6        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        17         10          0          7         10         24         20:
Old  :        42:        17         10          0          7         10         24         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.3       68.7       77.9       87.3       66.3       68.6       77.9       87.2
Old  :                 66.3       68.7       77.9       87.3       66.3       68.6       77.9       87.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  : 7,257,558:   731,853    450,777    804,296  4,923,980  5,169,965  6,460,129  6,425,038:   797,429    832,520
Old  : 7,257,558:   731,853    450,777    804,296  4,923,980  5,169,965  6,460,129  6,425,038:   797,429    832,520
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :   206,554:    57,040     63,807     45,812     50,412    111,782    153,264    221,401:    53,290    -14,847
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        6.2       11.1       67.8       71.2       89.0       88.5:      11.0       11.5
Old  :     100.0:      10.1        6.2       11.1       67.8       71.2       89.0       88.5:      11.0       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        57         39         71        110        122        208        202:
Old  :       235:        57         39         71        110        122        208        202:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       28.2       46.2       43.1       34.7       23.4       41.7       36.7
Old  :                 36.0       28.2       46.2       43.1       34.7       23.4       41.7       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   776,403:    72,171     76,924     11,836    570,959    603,295    654,966    692,055:   121,437     84,348
Old  :   776,403:    72,171     76,924     11,836    570,959    603,295    654,966    692,055:   121,437     84,348
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     6,649:     3,422      2,762     -1,252      2,905      8,934      5,075     10,444:     1,574     -3,795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        9.9        1.5       73.5       77.7       84.4       89.1:      15.6       10.9
Old  :     100.0:       9.3        9.9        1.5       73.5       77.7       84.4       89.1:      15.6       10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       512:       100         96         42        205        211        326        328:
Old  :       512:       100         96         42        205        211        326        328:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       19.8       28.0       28.8       17.3       17.8       24.8       26.8
Old  :                 19.7       19.8       28.0       28.8       17.3       17.8       24.8       26.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   276,458:    19,183     19,793      1,149    177,076    217,311    197,408    238,253:    79,050     38,205
Old  :   276,458:    19,183     19,793      1,149    177,076    217,311    197,408    238,253:    79,050     38,205
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     2,646:    -1,007      1,515       -550      2,778      1,476      1,221      2,441:     1,425        205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        7.2        0.4       64.1       78.6       71.4       86.2:      28.6       13.8
Old  :     100.0:       6.9        7.2        0.4       64.1       78.6       71.4       86.2:      28.6       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        14         17          7         50         57         67         78:
Old  :       120:        14         17          7         50         57         67         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       27.1       36.2       43.7       24.0       26.5       34.7       43.1
Old  :                 25.4       27.1       36.2       43.7       24.0       26.5       34.7       43.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,499,724:   290,361    311,076     28,014  1,969,414  1,929,918  2,287,789  2,269,008:   211,935    230,716
Old  : 2,499,724:   290,361    311,076     28,014  1,969,414  1,929,918  2,287,789  2,269,008:   211,935    230,716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :    20,016:    18,111      2,204        522        637     37,290     19,270     40,016:       746    -20,000
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       12.4        1.1       78.8       77.2       91.5       90.8:       8.5        9.2
Old  :     100.0:      11.6       12.4        1.1       78.8       77.2       91.5       90.8:       8.5        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       471:        94         90         33        178        190        288        297:
Old  :       471:        94         90         33        178        190        288        297:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       20.3       32.5       28.7       20.2       17.4       28.8       25.3
Old  :                 21.5       20.3       32.5       28.7       20.2       17.4       28.8       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    97,900:    13,910      6,946        510     72,385     87,758     86,805     95,214:    11,095      2,686
Old  :    97,900:    13,910      6,946        510     72,385     87,758     86,805     95,214:    11,095      2,686
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :      -867:       224        380        318     -1,456     -1,102       -914       -404:        47       -463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        7.1        0.5       73.9       89.6       88.7       97.3:      11.3        2.7
Old  :     100.0:      14.2        7.1        0.5       73.9       89.6       88.7       97.3:      11.3        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        14          6          2         41         41         56         48:
Old  :        89:        14          6          2         41         41         56         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       40.3       55.7       63.2       38.9       40.3       51.8       63.2
Old  :                 41.2       40.3       55.7       63.2       38.9       40.3       51.8       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    84,953:    25,846      6,071      3,551     45,776     71,796     75,174     81,419:     9,779      3,535
Old  :    84,953:    25,846      6,071      3,551     45,776     71,796     75,174     81,419:     9,779      3,535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :    10,890:     2,794       -739      2,198      4,411      9,037      9,402     10,496:     1,488        395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        7.1        4.2       53.9       84.5       88.5       95.8:      11.5        4.2
Old  :     100.0:      30.4        7.1        4.2       53.9       84.5       88.5       95.8:      11.5        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        84         24          6         74         76        160        104:
Old  :       238:        84         24          6         74         76        160        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       35.5       30.2       53.2       16.7       34.3       26.5       49.8
Old  :                 18.6       35.5       30.2       53.2       16.7       34.3       26.5       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    13,202:     4,325          0          0      5,536     12,020      9,861     12,020:     3,341      1,182
Old  :    13,202:     4,325          0          0      5,536     12,020      9,861     12,020:     3,341      1,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     3,791:     2,353       -471          0      1,322      4,019      3,675      3,548:       116        243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8        0.0        0.0       41.9       91.0       74.7       91.0:      25.3        9.0
Old  :     100.0:      32.8        0.0        0.0       41.9       91.0       74.7       91.0:      25.3        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          0          0          6         10         10         10:
Old  :        20:         4          0          0          6         10         10         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.1       59.8       71.1       86.4       59.1       59.8       71.1       86.4
Old  :                 59.1       59.8       71.1       86.4       59.1       59.8       71.1       86.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   358,757:   123,879     46,629      1,484    201,202    298,881    326,565    346,994:    32,192     11,763
Old  :   358,757:   123,879     46,629      1,484    201,202    298,881    326,565    346,994:    32,192     11,763
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :    35,496:    13,076      9,534        116     15,444     25,088     28,636     34,738:     6,860        758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       13.0        0.4       56.1       83.3       91.0       96.7:       9.0        3.3
Old  :     100.0:      34.5       13.0        0.4       56.1       83.3       91.0       96.7:       9.0        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        81         25          5         71         75        154        103:
Old  :       236:        81         25          5         71         75        154        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       33.5       29.3       53.1       16.3       33.3       27.2       50.5
Old  :                 17.7       33.5       29.3       53.1       16.3       33.3       27.2       50.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   121,562:    75,056     12,543        118     13,543     96,872     88,717    109,533:    32,845     12,029
Old  :   121,562:    75,056     12,543        118     13,543     96,872     88,717    109,533:    32,845     12,029
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :    -2,443:    -1,801          2          0        299     -1,341     -1,502     -1,339:      -941     -1,104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.7       10.3        0.1       11.1       79.7       73.0       90.1:      27.0        9.9
Old  :     100.0:      61.7       10.3        0.1       11.1       79.7       73.0       90.1:      27.0        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        32         12          2         11         20         44         33:
Old  :        72:        32         12          2         11         20         44         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       49.3       47.1       74.0       33.6       49.2       47.1       73.7
Old  :                 33.6       49.3       47.1       74.0       33.6       49.2       47.1       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    39,695:     9,988     13,047          2     19,475      7,364     29,465     20,413:    10,230     19,282
Old  :    39,695:     9,988     13,047          2     19,475      7,364     29,465     20,413:    10,230     19,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     1,100:       579        705          0        346        357        925      1,062:       175         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       32.9        0.0       49.1       18.6       74.2       51.4:      25.8       48.6
Old  :     100.0:      25.2       32.9        0.0       49.1       18.6       74.2       51.4:      25.8       48.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        15         14          1         20         10         36         24:
Old  :        57:        15         14          1         20         10         36         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       28.4       43.9       38.1       29.2       28.4       43.9       38.1
Old  :                 29.2       28.4       43.9       38.1       29.2       28.4       43.9       38.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    48,172:    14,940      6,898        420     21,624     23,624     36,984     30,942:    11,188     17,230
Old  :    48,172:    14,940      6,898        420     21,624     23,624     36,984     30,942:    11,188     17,230
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     4,238:     3,085        668        171       -313      2,537      2,943      3,376:     1,295        862
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       14.3        0.9       44.9       49.0       76.8       64.2:      23.2       35.8
Old  :     100.0:      31.0       14.3        0.9       44.9       49.0       76.8       64.2:      23.2       35.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        16          7          2         16         20         33         28:
Old  :        52:        16          7          2         16         20         33         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       39.1       45.6       49.4       30.5       39.1       42.9       48.8
Old  :                 33.0       39.1       45.6       49.4       30.5       39.1       42.9       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                                                          Code-244741
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :    27,363:     4,834        737        340     18,428     24,299     23,602     25,376:     3,761      1,987
Old  :    27,363:     4,834        737        340     18,428     24,299     23,602     25,376:     3,761      1,987
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :      -306:       172       -200        -25       -677       -197       -530       -422:       224        116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        2.7        1.2       67.3       88.8       86.3       92.7:      13.7        7.3
Old  :     100.0:      17.7        2.7        1.2       67.3       88.8       86.3       92.7:      13.7        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         5          3          1         19         24         24         28:
Old  :        43:         5          3          1         19         24         24         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       45.1       60.1       66.3       36.4       43.4       51.9       59.7
Old  :                 42.3       45.1       60.1       66.3       36.4       43.4       51.9       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE                                              Code-244742
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI INDEX X $50)                                                         :
     :          :                                                                            :
All  :    38,064:    13,257      2,195          6     17,322     34,482     30,585     36,683:     7,479      1,381
Old  :    38,064:    13,257      2,195          6     17,322     34,482     30,585     36,683:     7,479      1,381
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :       174:      -732        275          0        385        -86       -347        189:       521        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8        5.8        0.0       45.5       90.6       80.4       96.4:      19.6        3.6
Old  :     100.0:      34.8        5.8        0.0       45.5       90.6       80.4       96.4:      19.6        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        15          4          1         19         19         35         23:
Old  :        51:        15          4          1         19         19         35         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       55.9       52.8       73.8       35.2       55.9       51.5       73.3
Old  :                 36.4       55.9       52.8       73.8       35.2       55.9       51.5       73.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    14,817:     4,149      3,469         14      9,093     11,071     13,256     14,554:     1,561        263
Old  :    14,817:     4,149      3,469         14      9,093     11,071     13,256     14,554:     1,561        263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       23.4        0.1       61.4       74.7       89.5       98.2:      10.5        1.8
Old  :     100.0:      28.0       23.4        0.1       61.4       74.7       89.5       98.2:      10.5        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        12          3          1          5          2         18          5:
Old  :        21:        12          3          1          5          2         18          5:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.5       98.2       76.0       98.2       63.5       98.1       76.0       98.1
Old  :                 63.5       98.2       76.0       98.2       63.5       98.1       76.0       98.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 7, 2011