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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,265
COMMITMENTS
       0      202        7    1,772    1,501    1,779    1,710      486      555

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        183)
       0       54        5      197      266      202      325      -19     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.9      0.3     78.2     66.3     78.5     75.5     21.5     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       13       14       14       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       36,448
COMMITMENTS
   4,738    6,576    1,650   25,150   23,762   31,538   31,988    4,910    4,460

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      2,969)
     702      127    1,076    1,043    2,176    2,821    3,379      148     -410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     18.0      4.5     69.0     65.2     86.5     87.8     13.5     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      17       13       17       34       35       61       56
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      228,835
COMMITMENTS
  59,955   29,518   46,437   95,305  116,537  201,697  192,492   27,138   36,343

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     10,930)
    -498     -384    7,358    1,651    1,961    8,511    8,935    2,419    1,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     12.9     20.3     41.6     50.9     88.1     84.1     11.9     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      83       78       99       59       79      213      209
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      358,433
COMMITMENTS
 129,099   62,192   60,203  137,248  168,576  326,550  290,971   31,883   67,462

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     13,601)
  -1,810      967   10,641    3,915    3,956   12,746   15,564      855   -1,963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     17.4     16.8     38.3     47.0     91.1     81.2      8.9     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      462)
     146       88      127       88      192      316      348
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       11,046
COMMITMENTS
   5,025    1,375    1,541    2,504    6,808    9,070    9,724    1,976    1,322

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:         46)
    -159       54      -53       56        5     -156        6      202       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.5     12.4     14.0     22.7     61.6     82.1     88.0     17.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      37       12       10       19       36       62       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       53,897
COMMITMENTS
  22,715    6,936   10,365   12,393   13,683   45,473   30,984    8,424   22,913

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        453)
     281     -288      -95     -124    1,201       62      818      391     -365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     12.9     19.2     23.0     25.4     84.4     57.5     15.6     42.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      66       35       43       41       79      135      139
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      117,899
COMMITMENTS
  54,075   22,356      408   16,727   81,426   71,210  104,190   46,689   13,709

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:    -10,286)
 -13,539   -1,203      360    2,898   -7,759  -10,281   -8,602       -5   -1,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     19.0      0.3     14.2     69.1     60.4     88.4     39.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      42        8        4       15       27       58       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       40,470
COMMITMENTS
  17,675   11,081       18    2,981   18,863   20,674   29,962   19,796   10,508

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     -1,369)
  -2,036   -1,638       18      612   -1,578   -1,406   -3,198       37    1,829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7     27.4      0.0      7.4     46.6     51.1     74.0     48.9     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11        9        1        7       14       18       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      142,786
COMMITMENTS
 114,979   19,734       62   19,509  121,408  134,550  141,204    8,236    1,582

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      7,544)
   6,113    1,070       62    1,668    6,710    7,843    7,842     -299     -298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.5     13.8      0.0     13.7     85.0     94.2     98.9      5.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      75        9        2       15       22       91       32
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       96,648
COMMITMENTS
  36,028   28,140      124   31,035   46,435   67,187   74,699   29,461   21,949

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      6,018)
   4,613    2,519       86   -1,495    2,848    3,204    5,453    2,814      565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     29.1      0.1     32.1     48.0     69.5     77.3     30.5     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      23       21        7       21       27       46       53
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      116,661
COMMITMENTS
  54,495   22,277      480   36,405   63,818   91,380   86,575   25,281   30,086

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      6,256)
   8,237   -3,452       44   -2,339   10,667    5,942    7,259      314   -1,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7     19.1      0.4     31.2     54.7     78.3     74.2     21.7     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      28       34       11       21       29       59       65
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      199,706
COMMITMENTS
  73,488   50,587    1,097   62,983   91,071  137,568  142,755   62,138   56,951

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     10,773)
   6,179  -12,613     -537   -2,824   20,050    2,818    6,900    7,955    3,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8     25.3      0.5     31.5     45.6     68.9     71.5     31.1     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      48       43       15       38       48       90      102
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,199
COMMITMENTS
  18,507    9,880        0    3,744   15,179   22,251   25,059    3,948    1,140

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     -1,437)
  -2,717      -97        0      983   -1,485   -1,734   -1,582      297      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.6     37.7      0.0     14.3     57.9     84.9     95.6     15.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      18       11        0        8        8       26       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,933,028
COMMITMENTS
 857,934  529,355  963,535  5286524  5546984  7107993  7039874  825,035  893,154

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:    261,082)
   4,801   25,182   33,572  159,169  176,120  197,542  234,874   63,540   26,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      6.7     12.1     66.6     69.9     89.6     88.7     10.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      56       57       83      116      125      224      222
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      837,948
COMMITMENTS
  82,941   82,989   16,004  609,810  649,014  708,755  748,007  129,194   89,942

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     27,266)
   6,987      704    2,739   12,386   22,548   22,112   25,991    5,155    1,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      9.9      1.9     72.8     77.5     84.6     89.3     15.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      526)
     105      103       51      211      216      342      344
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      308,010
COMMITMENTS
  19,988   24,018    1,365  200,006  243,672  221,359  269,055   86,651   38,955

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     12,422)
   3,729      221      296    3,337   10,882    7,362   11,399    5,060    1,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      7.8      0.4     64.9     79.1     71.9     87.4     28.1     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      17       15        7       56       53       74       74
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,649,692
COMMITMENTS
 366,784  346,876   21,174  2049021  2026709  2436979  2394759  212,713  254,933

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     74,221)
  38,755   24,882  -10,253   45,246   58,331   73,748   72,960      473    1,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     13.1      0.8     77.3     76.5     92.0     90.4      8.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      492)
     100       99       38      185      196      304      314
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       97,525
COMMITMENTS
  14,571    6,702      822   71,672   86,743   87,065   94,267   10,460    3,258

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      1,678)
   1,249     -787       52      948    2,507    2,249    1,772     -571      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9      6.9      0.8     73.5     88.9     89.3     96.7     10.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      14        5        1       42       44       56       50
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       93,513
COMMITMENTS
  28,500    7,731    5,836   49,101   74,660   83,437   88,226   10,076    5,287

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      4,551)
   1,954     -569    1,348      797    4,155    4,099    4,933      452     -382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5      8.3      6.2     52.5     79.8     89.2     94.3     10.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      80       38        8       83       79      167      121
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       16,843
COMMITMENTS
   5,314      244      256    7,613   14,075   13,183   14,575    3,660    2,268

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      3,080)
   1,028      244      256    1,550    2,253    2,834    2,753      246      327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6      1.4      1.5     45.2     83.6     78.3     86.5     21.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       11        9       14       10
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      383,350
COMMITMENTS
 141,392   62,895    2,438  207,439  302,923  351,269  368,256   32,081   15,094

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      7,354)
   9,771    1,073      318   -3,766    9,508    6,323   10,899    1,031   -3,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     16.4      0.6     54.1     79.0     91.6     96.1      8.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      79       38        6       77       77      158      119
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      113,570
COMMITMENTS
  59,185   13,727      165   23,722   85,857   83,072   99,749   30,498   13,821

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:       -744)
  -4,626    3,424       20    6,290   -4,986    1,684   -1,542   -2,428      798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.1     12.1      0.1     20.9     75.6     73.1     87.8     26.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      26       14        2       17       18       45       32
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,787
COMMITMENTS
   8,397   10,761       12   19,430    9,071   27,839   19,844   12,948   20,943

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     -1,252)
    -138   -3,807        0   -1,649    1,096   -1,787   -2,711      535    1,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     26.4      0.0     47.6     22.2     68.3     48.7     31.7     51.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      18       10        1       22       10       40       21
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       57,713
COMMITMENTS
  12,981    7,512      537   29,781   24,537   43,299   32,586   14,414   25,127

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      1,177)
  -2,012     -114      246    4,628    1,376    2,862    1,508   -1,685     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     13.0      0.9     51.6     42.5     75.0     56.5     25.0     43.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      18        8        2       19       18       38       27
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       28,139
COMMITMENTS
   4,796      531      330   19,230   24,846   24,356   25,707    3,783    2,432

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        742)
      60     -304      -10      609    1,142      659      828       83      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      1.9      1.2     68.3     88.3     86.6     91.4     13.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        2        1       18       24       24       27
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       38,225
COMMITMENTS
  10,304    3,756       84   19,831   32,801   30,219   36,641    8,006    1,584

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        138)
    -518      863       29      443     -749      -46      143      184       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      9.8      0.2     51.9     85.8     79.1     95.9     20.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      18        5        1       18       19       37       24
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       14,593
COMMITMENTS
   3,787    2,976       64    8,248   10,975   12,099   14,015    2,494      578

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     -1,476)
     -54     -482     -101     -932     -734   -1,087   -1,317     -389     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     20.4      0.4     56.5     75.2     82.9     96.0     17.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      11        2        2        6        4       18        7
```

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Updated January 28, 2011