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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    47,571:     4,845      3,243      9,135     27,438     26,186     41,418     38,564:     6,153      9,007
Old  :    47,571:     4,845      3,243      9,135     27,438     26,186     41,418     38,564:     6,153      9,007
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :     2,478:       469        -44        848        764        776      2,082      1,580:       397        898
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        6.8       19.2       57.7       55.0       87.1       81.1:      12.9       18.9
Old  :     100.0:      10.2        6.8       19.2       57.7       55.0       87.1       81.1:      12.9       18.9
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  :        83:        21         13         21         40         36         68         64:
Old  :        83:        21         13         21         40         36         68         64:
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  :                 31.3       28.8       42.9       41.6       30.9       25.6       39.0       36.2
Old  :                 31.3       28.8       42.9       41.6       30.9       25.6       39.0       36.2
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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   214,255:    48,110     24,705     50,056     95,222    102,152    193,389    176,912:    20,866     37,343
Old  :   211,139:    47,378     25,003     49,437     94,640    100,063    191,455    174,503:    19,684     36,636
Other:     3,117:     1,072         42        280        582      2,088      1,934      2,410:     1,183        707
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :   -19,043:    -1,480      2,131    -14,815     -1,816     -4,156    -18,110    -16,840:      -933     -2,203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       11.5       23.4       44.4       47.7       90.3       82.6:       9.7       17.4
Old  :     100.0:      22.4       11.8       23.4       44.8       47.4       90.7       82.6:       9.3       17.4
Other:     100.0:      34.4        1.3        9.0       18.7       67.0       62.1       77.3:      37.9       22.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:        69         69         89         58         66        181        181:
Old  :       229:        65         73         89         57         65        179        180:
Other:        56:        16          6         10         13         24         32         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.2       22.8       32.5       33.2       20.0       22.5       32.0       30.3
Old  :                 20.5       22.8       32.8       33.2       20.3       22.6       32.3       30.3
Other:                 27.6       37.6       42.4       54.0       26.8       37.6       37.7       51.2
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   398,013:   127,443     16,122    109,177    134,202    198,466    370,822    323,766:    27,190     74,247
Old  :   398,013:   127,443     16,122    109,177    134,202    198,466    370,822    323,766:    27,190     74,247
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :    -4,751:    -3,047       -600        789       -667     -3,334     -2,924     -3,146:    -1,827     -1,606
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        4.1       27.4       33.7       49.9       93.2       81.3:       6.8       18.7
Old  :     100.0:      32.0        4.1       27.4       33.7       49.9       93.2       81.3:       6.8       18.7
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  :       445:       165         56        120        112        195        330        331:
Old  :       445:       165         56        120        112        195        330        331:
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  :                 16.7       15.8       26.7       22.8       15.8       13.4       24.7       18.2
Old  :                 16.7       15.8       26.7       22.8       15.8       13.4       24.7       18.2
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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    10,378:     4,400      1,544      1,348      2,612      5,922      8,361      8,814:     2,017      1,564
Old  :    10,378:     4,400      1,544      1,348      2,612      5,922      8,361      8,814:     2,017      1,564
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :       927:       313       -895        401        -31      1,326        683        832:       244         94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4       14.9       13.0       25.2       57.1       80.6       84.9:      19.4       15.1
Old  :     100.0:      42.4       14.9       13.0       25.2       57.1       80.6       84.9:      19.4       15.1
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  :        95:        40         15         13         20         33         68         54:
Old  :        95:        40         15         13         20         33         68         54:
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  :                 32.4       27.6       46.8       44.3       32.4       27.6       44.3       41.5
Old  :                 32.4       27.6       46.8       44.3       32.4       27.6       44.3       41.5
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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    48,796:    18,839      4,808     11,082     11,132      9,676     41,054     25,567:     7,741     23,229
Old  :    48,796:    18,839      4,808     11,082     11,132      9,676     41,054     25,567:     7,741     23,229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :     4,404:     1,326        -84      1,836        819        807      3,980      2,559:       423      1,845
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6        9.9       22.7       22.8       19.8       84.1       52.4:      15.9       47.6
Old  :     100.0:      38.6        9.9       22.7       22.8       19.8       84.1       52.4:      15.9       47.6
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  :       169:        60         28         44         44         56        128        112:
Old  :       169:        60         28         44         44         56        128        112:
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  :                 16.9       13.9       28.6       21.8       16.9       10.1       27.6       13.8
Old  :                 16.9       13.9       28.6       21.8       16.9       10.1       27.6       13.8
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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    98,687:    40,208     14,946      1,952     15,452     67,283     57,611     84,181:    41,076     14,506
Old  :    98,687:    40,208     14,946      1,952     15,452     67,283     57,611     84,181:    41,076     14,506
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :   -49,821:    -4,539      3,384     -9,763    -32,623    -42,709    -46,925    -49,088:    -2,896       -733
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.7       15.1        2.0       15.7       68.2       58.4       85.3:      41.6       14.7
Old  :     100.0:      40.7       15.1        2.0       15.7       68.2       58.4       85.3:      41.6       14.7
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  :        74:        34          9          8         19         25         57         38:
Old  :        74:        34          9          8         19         25         57         38:
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  :                 22.1       43.3       28.8       59.0       22.1       43.0       28.8       58.4
Old  :                 22.1       43.3       28.8       59.0       22.1       43.0       28.8       58.4
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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    47,503:    25,588     12,465      1,053      3,422     23,646     30,063     37,165:    17,440     10,338
Old  :    47,503:    25,588     12,465      1,053      3,422     23,646     30,063     37,165:    17,440     10,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :     5,267:     4,777      2,757        102       -166      3,390      4,712      6,248:       555       -981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.9       26.2        2.2        7.2       49.8       63.3       78.2:      36.7       21.8
Old  :     100.0:      53.9       26.2        2.2        7.2       49.8       63.3       78.2:      36.7       21.8
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  :        49:        23          6          5          9         18         32         29:
Old  :        49:        23          6          5          9         18         32         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  :                 23.5       43.0       36.9       54.8       23.5       42.4       36.9       54.2
Old  :                 23.5       43.0       36.9       54.8       23.5       42.4       36.9       54.2
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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   116,332:    89,066     11,064          0     20,862    103,930    109,928    114,994:     6,404      1,338
Old  :   116,332:    89,066     11,064          0     20,862    103,930    109,928    114,994:     6,404      1,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :      -462:     1,372        538          0     -1,512     -1,191       -140       -653:      -322        191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.6        9.5        0.0       17.9       89.3       94.5       98.8:       5.5        1.2
Old  :     100.0:      76.6        9.5        0.0       17.9       89.3       94.5       98.8:       5.5        1.2
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  :        93:        50         13          0         15         19         65         32:
Old  :        93:        50         13          0         15         19         65         32:
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  :                 57.8       71.5       72.3       87.6       57.8       71.5       72.3       87.4
Old  :                 57.8       71.5       72.3       87.6       57.8       71.5       72.3       87.4
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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    79,100:    16,311     21,731      4,400     39,378     30,533     60,089     56,664:    19,011     22,436
Old  :    79,100:    16,311     21,731      4,400     39,378     30,533     60,089     56,664:    19,011     22,436
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :     5,153:     4,339      1,862      1,060       -698       -206      4,702      2,716:       452      2,437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       27.5        5.6       49.8       38.6       76.0       71.6:      24.0       28.4
Old  :     100.0:      20.6       27.5        5.6       49.8       38.6       76.0       71.6:      24.0       28.4
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  :        77:        18         22         13         27         27         51         56:
Old  :        77:        18         22         13         27         27         51         56:
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  :                 32.9       19.8       47.6       31.5       32.4       19.0       45.7       30.7
Old  :                 32.9       19.8       47.6       31.5       32.4       19.0       45.7       30.7
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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   103,011:    34,860     22,079      6,575     40,756     42,927     82,191     71,581:    20,820     31,430
Old  :   103,011:    34,860     22,079      6,575     40,756     42,927     82,191     71,581:    20,820     31,430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :    -4,925:      -447       -172      1,016     -4,172     -4,778     -3,604     -3,934:    -1,321       -991
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       21.4        6.4       39.6       41.7       79.8       69.5:      20.2       30.5
Old  :     100.0:      33.8       21.4        6.4       39.6       41.7       79.8       69.5:      20.2       30.5
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  :        98:        28         34         18         27         26         65         68:
Old  :        98:        28         34         18         27         26         65         68:
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  :                 27.0       25.6       39.2       33.6       26.6       24.7       38.8       32.5
Old  :                 27.0       25.6       39.2       33.6       26.6       24.7       38.8       32.5
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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   209,591:    38,658     50,521     37,287     80,062     68,151    156,007    155,958:    53,584     53,633
Old  :   209,591:    38,658     50,521     37,287     80,062     68,151    156,007    155,958:    53,584     53,633
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :    22,193:     2,844      5,107     10,373      7,152      8,989     20,369     24,469:     1,824     -2,276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       24.1       17.8       38.2       32.5       74.4       74.4:      25.6       25.6
Old  :     100.0:      18.4       24.1       17.8       38.2       32.5       74.4       74.4:      25.6       25.6
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  :       169:        48         59         52         42         47        117        131:
Old  :       169:        48         59         52         42         47        117        131:
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  :                 14.8       13.2       25.2       21.7       14.1       13.2       23.8       19.9
Old  :                 14.8       13.2       25.2       21.7       14.1       13.2       23.8       19.9
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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    25,081:    17,780     10,414          0      5,150     13,326     22,930     23,740:     2,151      1,341
Old  :    25,081:    17,780     10,414          0      5,150     13,326     22,930     23,740:     2,151      1,341
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :       571:    -3,534      1,621          0      4,165     -1,432        631        189:       -60        382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.9       41.5        0.0       20.5       53.1       91.4       94.7:       8.6        5.3
Old  :     100.0:      70.9       41.5        0.0       20.5       53.1       91.4       94.7:       8.6        5.3
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  :        39:        12         13          0          9          6         21         19:
Old  :        39:        12         13          0          9          6         21         19:
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  :                 58.7       67.3       77.5       86.3       58.7       67.3       77.5       86.3
Old  :                 58.7       67.3       77.5       86.3       58.7       67.3       77.5       86.3
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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :11,407,647:   562,726    167,689  3,854,081  6,189,314  6,457,605 10,606,121 10,479,375:   801,526    928,271
Old  :11,407,647:   562,726    167,689  3,854,081  6,189,314  6,457,605 10,606,121 10,479,375:   801,526    928,271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :   334,752:       883     -6,352    251,453     83,645     23,009    335,982    268,110:    -1,230     66,642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        1.5       33.8       54.3       56.6       93.0       91.9:       7.0        8.1
Old  :     100.0:       4.9        1.5       33.8       54.3       56.6       93.0       91.9:       7.0        8.1
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  :       248:        72         34         94        123        130        228        231:
Old  :       248:        72         34         94        123        130        228        231:
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  :                 28.2       22.4       41.2       35.7       21.5       15.1       25.9       22.6
Old  :                 28.2       22.4       41.2       35.7       21.5       15.1       25.9       22.6
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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   857,989:    73,426     71,464     48,592    607,576    643,220    729,594    763,275:   128,394     94,713
Old  :   857,989:    73,426     71,464     48,592    607,576    643,220    729,594    763,275:   128,394     94,713
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :  -415,689:    -9,823        789    -99,866   -259,039   -269,709   -368,729   -368,787:   -46,961    -46,903
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        8.3        5.7       70.8       75.0       85.0       89.0:      15.0       11.0
Old  :     100.0:       8.6        8.3        5.7       70.8       75.0       85.0       89.0:      15.0       11.0
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  :       519:        98        116         72        212        210        357        351:
Old  :       519:        98        116         72        212        210        357        351:
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       18.0       25.4       26.3       15.7       16.5       22.5       24.8
Old  :                 17.7       18.0       25.4       26.3       15.7       16.5       22.5       24.8
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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   338,148:    23,488     17,973     27,403    204,525    248,772    255,416    294,148:    82,732     43,999
Old  :   338,148:    23,488     17,973     27,403    204,525    248,772    255,416    294,148:    82,732     43,999
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :  -199,761:   -54,670     -4,191    -22,226   -100,430   -149,687   -177,327   -176,105:   -22,434    -23,657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        5.3        8.1       60.5       73.6       75.5       87.0:      24.5       13.0
Old  :     100.0:       6.9        5.3        8.1       60.5       73.6       75.5       87.0:      24.5       13.0
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  :       131:        17         25         26         67         62        103         94:
Old  :       131:        17         25         26         67         62        103         94:
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  :                 20.8       22.2       29.1       35.9       19.5       21.8       27.8       35.5
Old  :                 20.8       22.2       29.1       35.9       19.5       21.8       27.8       35.5
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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,599,204:   275,027    292,791     80,607  2,015,258  1,972,236  2,370,892  2,345,634:   228,312    253,570
Old  : 2,599,204:   275,027    292,791     80,607  2,015,258  1,972,236  2,370,892  2,345,634:   228,312    253,570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :-1,079,641:   -59,839   -259,175   -104,126   -793,043   -600,108   -957,008   -963,409:  -122,633   -116,231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       11.3        3.1       77.5       75.9       91.2       90.2:       8.8        9.8
Old  :     100.0:      10.6       11.3        3.1       77.5       75.9       91.2       90.2:       8.8        9.8
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  :       466:        89        102         62        184        189        311        315:
Old  :       466:        89        102         62        184        189        311        315:
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  :                 20.7       19.6       30.8       28.0       19.5       17.4       28.0       25.3
Old  :                 20.7       19.6       30.8       28.0       19.5       17.4       28.0       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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    98,511:    13,673      6,931        227     73,603     88,314     87,503     95,472:    11,008      3,039
Old  :    98,511:    13,673      6,931        227     73,603     88,314     87,503     95,472:    11,008      3,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :   -25,738:      -690        393       -212    -24,311    -25,523    -25,213    -25,342:      -525       -396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9        7.0        0.2       74.7       89.6       88.8       96.9:      11.2        3.1
Old  :     100.0:      13.9        7.0        0.2       74.7       89.6       88.8       96.9:      11.2        3.1
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  :        86:        14          6          1         42         37         56         44:
Old  :        86:        14          6          1         42         37         56         44:
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  :                 40.7       41.7       55.8       64.2       39.0       41.7       53.3       64.2
Old  :                 40.7       41.7       55.8       64.2       39.0       41.7       53.3       64.2
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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    67,662:    25,040      7,511        515     36,860     56,570     62,416     64,596:     5,246      3,066
Old  :    67,662:    25,040      7,511        515     36,860     56,570     62,416     64,596:     5,246      3,066
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :   -68,719:       597     -2,537    -11,423    -49,027    -48,308    -59,853    -62,269:    -8,866     -6,450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0       11.1        0.8       54.5       83.6       92.2       95.5:       7.8        4.5
Old  :     100.0:      37.0       11.1        0.8       54.5       83.6       92.2       95.5:       7.8        4.5
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  :       220:        72         25         13         74         70        151        103:
Old  :       220:        72         25         13         74         70        151        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  :                 20.1       33.3       32.1       52.6       18.5       33.0       29.7       50.6
Old  :                 20.1       33.3       32.1       52.6       18.5       33.0       29.7       50.6
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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   338,310:   125,202     37,557      2,575    184,302    282,849    312,079    322,981:    26,232     15,329
Old  :   338,310:   125,202     37,557      2,575    184,302    282,849    312,079    322,981:    26,232     15,329
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :  -191,772:     5,368    -50,470    -11,683   -172,814   -105,507   -179,129   -167,660:   -12,643    -24,112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0       11.1        0.8       54.5       83.6       92.2       95.5:       7.8        4.5
Old  :     100.0:      37.0       11.1        0.8       54.5       83.6       92.2       95.5:       7.8        4.5
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  :       220:        72         25         13         74         70        151        103:
Old  :       220:        72         25         13         74         70        151        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  :                 20.1       33.3       32.1       52.6       18.5       33.0       29.7       50.6
Old  :                 20.1       33.3       32.1       52.6       18.5       33.0       29.7       50.6
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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   121,801:    69,632      8,713      3,451     16,841     96,135     89,925    108,299:    31,876     13,502
Old  :   121,801:    69,632      8,713      3,451     16,841     96,135     89,925    108,299:    31,876     13,502
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :     1,766:     7,419        392        -13     -6,697        553        709        931:     1,057        834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.2        7.2        2.8       13.8       78.9       73.8       88.9:      26.2       11.1
Old  :     100.0:      57.2        7.2        2.8       13.8       78.9       73.8       88.9:      26.2       11.1
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  :        70:        33         12         10         15         21         53         38:
Old  :        70:        33         12         10         15         21         53         38:
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  :                 31.9       47.1       45.9       70.7       31.9       47.1       45.9       70.1
Old  :                 31.9       47.1       45.9       70.7       31.9       47.1       45.9       70.1
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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    39,299:     9,571     12,798          2     18,913      6,156     28,486     18,956:    10,813     20,343
Old  :    39,299:     9,571     12,798          2     18,913      6,156     28,486     18,956:    10,813     20,343
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :     1,888:     1,222        637          0        536       -944      1,758       -307:       130      2,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       32.6        0.0       48.1       15.7       72.5       48.2:      27.5       51.8
Old  :     100.0:      24.4       32.6        0.0       48.1       15.7       72.5       48.2:      27.5       51.8
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  :        50:        13         12          1         20          8         34         20:
Old  :        50:        13         12          1         20          8         34         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  :                 29.6       29.2       43.8       37.8       29.6       29.2       43.8       37.8
Old  :                 29.6       29.2       43.8       37.8       29.6       29.2       43.8       37.8
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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    46,453:    13,805      6,565        333     22,352     20,662     36,490     27,560:     9,963     18,893
Old  :    46,453:    13,805      6,565        333     22,352     20,662     36,490     27,560:     9,963     18,893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :    -1,699:       132        449        249       -307        768         74      1,466:    -1,773     -3,165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       14.1        0.7       48.1       44.5       78.6       59.3:      21.4       40.7
Old  :     100.0:      29.7       14.1        0.7       48.1       44.5       78.6       59.3:      21.4       40.7
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:        16          5          1         16         16         32         22:
Old  :        47:        16          5          1         16         16         32         22:
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  :                 35.8       38.8       49.6       49.7       32.4       38.8       45.6       48.3
Old  :                 35.8       38.8       49.6       49.7       32.4       38.8       45.6       48.3
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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    27,695:     4,848        737        365     18,701     24,786     23,914     25,888:     3,781      1,807
Old  :    27,695:     4,848        737        365     18,701     24,786     23,914     25,888:     3,781      1,807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :    -5,546:       748        -69       -364     -5,842     -4,853     -5,458     -5,286:       -88       -260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        2.7        1.3       67.5       89.5       86.3       93.5:      13.7        6.5
Old  :     100.0:      17.5        2.7        1.3       67.5       89.5       86.3       93.5:      13.7        6.5
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  :        44:         6          3          1         19         24         25         28:
Old  :        44:         6          3          1         19         24         25         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  :                 41.4       44.5       58.6       64.7       35.5       42.8       50.1       58.9
Old  :                 41.4       44.5       58.6       64.7       35.5       42.8       50.1       58.9
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 with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    38,318:    13,775      1,920          6     17,379     34,546     31,160     36,472:     7,158      1,846
Old  :    38,318:    13,775      1,920          6     17,379     34,546     31,160     36,472:     7,158      1,846
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :    -8,313:      -482        239          6     -3,134     -3,486     -3,610     -3,241:    -4,703     -5,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9        5.0        0.0       45.4       90.2       81.3       95.2:      18.7        4.8
Old  :     100.0:      35.9        5.0        0.0       45.4       90.2       81.3       95.2:      18.7        4.8
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  :        49:        14          3          1         20         18         35         21:
Old  :        49:        14          3          1         20         18         35         21:
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  :                 32.4       57.9       48.5       75.6       31.3       57.9       47.4       75.1
Old  :                 32.4       57.9       48.5       75.6       31.3       57.9       47.4       75.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 27, 2010