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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       47,571
COMMITMENTS
   4,845    3,243    9,135   27,438   26,186   41,418   38,564    6,153    9,007

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      2,478)
     469      -44      848      764      776    2,082    1,580      397      898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      6.8     19.2     57.7     55.0     87.1     81.1     12.9     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      21       13       21       40       36       68       64
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      214,255
COMMITMENTS
  48,110   24,705   50,056   95,222  102,152  193,389  176,912   20,866   37,343

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:    -19,043)
  -1,480    2,131  -14,815   -1,816   -4,156  -18,110  -16,840     -933   -2,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     11.5     23.4     44.4     47.7     90.3     82.6      9.7     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      69       69       89       58       66      181      181
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      398,013
COMMITMENTS
 127,443   16,122  109,177  134,202  198,466  370,822  323,766   27,190   74,247

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     -4,751)
  -3,047     -600      789     -667   -3,334   -2,924   -3,146   -1,827   -1,606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.0      4.1     27.4     33.7     49.9     93.2     81.3      6.8     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      445)
     165       56      120      112      195      330      331
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,378
COMMITMENTS
   4,400    1,544    1,348    2,612    5,922    8,361    8,814    2,017    1,564

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        927)
     313     -895      401      -31    1,326      683      832      244       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.4     14.9     13.0     25.2     57.1     80.6     84.9     19.4     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      40       15       13       20       33       68       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       48,796
COMMITMENTS
  18,839    4,808   11,082   11,132    9,676   41,054   25,567    7,741   23,229

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      4,404)
   1,326      -84    1,836      819      807    3,980    2,559      423    1,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.6      9.9     22.7     22.8     19.8     84.1     52.4     15.9     47.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      60       28       44       44       56      128      112
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       98,687
COMMITMENTS
  40,208   14,946    1,952   15,452   67,283   57,611   84,181   41,076   14,506

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:    -49,821)
  -4,539    3,384   -9,763  -32,623  -42,709  -46,925  -49,088   -2,896     -733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.7     15.1      2.0     15.7     68.2     58.4     85.3     41.6     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      34        9        8       19       25       57       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       47,503
COMMITMENTS
  25,588   12,465    1,053    3,422   23,646   30,063   37,165   17,440   10,338

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      5,267)
   4,777    2,757      102     -166    3,390    4,712    6,248      555     -981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.9     26.2      2.2      7.2     49.8     63.3     78.2     36.7     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      23        6        5        9       18       32       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      116,332
COMMITMENTS
  89,066   11,064        0   20,862  103,930  109,928  114,994    6,404    1,338

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:       -462)
   1,372      538        0   -1,512   -1,191     -140     -653     -322      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.6      9.5      0.0     17.9     89.3     94.5     98.8      5.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      50       13        0       15       19       65       32
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       79,100
COMMITMENTS
  16,311   21,731    4,400   39,378   30,533   60,089   56,664   19,011   22,436

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      5,153)
   4,339    1,862    1,060     -698     -206    4,702    2,716      452    2,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     27.5      5.6     49.8     38.6     76.0     71.6     24.0     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      18       22       13       27       27       51       56
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      103,011
COMMITMENTS
  34,860   22,079    6,575   40,756   42,927   82,191   71,581   20,820   31,430

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     -4,925)
    -447     -172    1,016   -4,172   -4,778   -3,604   -3,934   -1,321     -991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.8     21.4      6.4     39.6     41.7     79.8     69.5     20.2     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      28       34       18       27       26       65       68
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      209,591
COMMITMENTS
  38,658   50,521   37,287   80,062   68,151  156,007  155,958   53,584   53,633

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     22,193)
   2,844    5,107   10,373    7,152    8,989   20,369   24,469    1,824   -2,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     24.1     17.8     38.2     32.5     74.4     74.4     25.6     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      48       59       52       42       47      117      131
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       25,081
COMMITMENTS
  17,780   10,414        0    5,150   13,326   22,930   23,740    2,151    1,341

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        571)
  -3,534    1,621        0    4,165   -1,432      631      189      -60      382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.9     41.5      0.0     20.5     53.1     91.4     94.7      8.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      12       13        0        9        6       21       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,407,647
COMMITMENTS
 562,726  167,689  3854081  6189314  6457605 10606121 10479375  801,526  928,271

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:    334,752)
     883   -6,352  251,453   83,645   23,009  335,982  268,110   -1,230   66,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      1.5     33.8     54.3     56.6     93.0     91.9      7.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      72       34       94      123      130      228      231
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      857,989
COMMITMENTS
  73,426   71,464   48,592  607,576  643,220  729,594  763,275  128,394   94,713

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:   -415,689)
  -9,823      789  -99,866 -259,039 -269,709 -368,729 -368,787  -46,961  -46,903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      8.3      5.7     70.8     75.0     85.0     89.0     15.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      519)
      98      116       72      212      210      357      351
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      338,148
COMMITMENTS
  23,488   17,973   27,403  204,525  248,772  255,416  294,148   82,732   43,999

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:   -199,761)
 -54,670   -4,191  -22,226 -100,430 -149,687 -177,327 -176,105  -22,434  -23,657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      5.3      8.1     60.5     73.6     75.5     87.0     24.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      17       25       26       67       62      103       94
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,599,204
COMMITMENTS
 275,027  292,791   80,607  2015258  1972236  2370892  2345634  228,312  253,570

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -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 FOR EACH CATEGORY OF TRADER
    10.6     11.3      3.1     77.5     75.9     91.2     90.2      8.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      466)
      89      102       62      184      189      311      315
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       98,511
COMMITMENTS
  13,673    6,931      227   73,603   88,314   87,503   95,472   11,008    3,039

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:    -25,738)
    -690      393     -212  -24,311  -25,523  -25,213  -25,342     -525     -396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      7.0      0.2     74.7     89.6     88.8     96.9     11.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      14        6        1       42       37       56       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       67,662
COMMITMENTS
  25,040    7,511      515   36,860   56,570   62,416   64,596    5,246    3,066

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:    -68,719)
     597   -2,537  -11,423  -49,027  -48,308  -59,853  -62,269   -8,866   -6,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.0     11.1      0.8     54.5     83.6     92.2     95.5      7.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      72       25       13       74       70      151      103
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      338,310
COMMITMENTS
 125,202   37,557    2,575  184,302  282,849  312,079  322,981   26,232   15,329

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:   -191,772)
   5,368  -50,470  -11,683 -172,814 -105,507 -179,129 -167,660  -12,643  -24,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.0     11.1      0.8     54.5     83.6     92.2     95.5      7.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      72       25       13       74       70      151      103
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      121,801
COMMITMENTS
  69,632    8,713    3,451   16,841   96,135   89,925  108,299   31,876   13,502

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      1,766)
   7,419      392      -13   -6,697      553      709      931    1,057      834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.2      7.2      2.8     13.8     78.9     73.8     88.9     26.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      33       12       10       15       21       53       38
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       39,299
COMMITMENTS
   9,571   12,798        2   18,913    6,156   28,486   18,956   10,813   20,343

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      1,888)
   1,222      637        0      536     -944    1,758     -307      130    2,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     32.6      0.0     48.1     15.7     72.5     48.2     27.5     51.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13       12        1       20        8       34       20
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       46,453
COMMITMENTS
  13,805    6,565      333   22,352   20,662   36,490   27,560    9,963   18,893

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     -1,699)
     132      449      249     -307      768       74    1,466   -1,773   -3,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7     14.1      0.7     48.1     44.5     78.6     59.3     21.4     40.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      16        5        1       16       16       32       22
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       27,695
COMMITMENTS
   4,848      737      365   18,701   24,786   23,914   25,888    3,781    1,807

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     -5,546)
     748      -69     -364   -5,842   -4,853   -5,458   -5,286      -88     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5      2.7      1.3     67.5     89.5     86.3     93.5     13.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        3        1       19       24       25       28
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       38,318
COMMITMENTS
  13,775    1,920        6   17,379   34,546   31,160   36,472    7,158    1,846

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     -8,313)
    -482      239        6   -3,134   -3,486   -3,610   -3,241   -4,703   -5,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.9      5.0      0.0     45.4     90.2     81.3     95.2     18.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      14        3        1       20       18       35       21
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Updated December 27, 2010