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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,479
COMMITMENTS
   4,036    6,449      574   24,107   21,586   28,717   28,609    4,762    4,870

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      1,642)
     181      350      125      498    1,540      804    2,015      838     -373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     19.3      1.7     72.0     64.5     85.8     85.5     14.2     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      14       14       11       30       33       50       52
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      217,905
COMMITMENTS
  60,453   29,902   39,079   93,654  114,576  193,186  183,557   24,719   34,348

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      7,783)
   3,998    1,376      950    1,681    5,718    6,629    8,044    1,154     -261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     13.7     17.9     43.0     52.6     88.7     84.2     11.3     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      87       73       92       57       76      203      202
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      344,832
COMMITMENTS
 130,909   61,225   49,562  133,333  164,620  313,804  275,407   31,028   69,425

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     11,278)
  -1,407    6,498    6,990    5,904   -4,246   11,487    9,242     -209    2,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     17.8     14.4     38.7     47.7     91.0     79.9      9.0     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      442)
     153       76      115       78      184      300      323
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       11,000
COMMITMENTS
   5,184    1,321    1,594    2,448    6,803    9,226    9,718    1,774    1,282

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:       -242)
    -194      -36      129     -178     -212     -243     -119        1     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1     12.0     14.5     22.3     61.8     83.9     88.3     16.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      39       10        7       19       38       61       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       53,444
COMMITMENTS
  22,434    7,224   10,460   12,517   12,482   45,411   30,166    8,033   23,278

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      2,771)
     823      632      955      436      757    2,214    2,344      557      427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0     13.5     19.6     23.4     23.4     85.0     56.4     15.0     43.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      57       38       43       42       73      131      134
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       58,911
COMMITMENTS
  10,010        0    2,580   45,459   55,601   58,049   58,181      862      730

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:         59)
    -581        0        0      278     -563     -303     -563      362      622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      0.0      4.4     77.2     94.4     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        0        1       12       13       18       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      128,185
COMMITMENTS
  67,614   23,559       48   13,829   89,185   81,491  112,792   46,694   15,393

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     -1,295)
  -3,258      444       45    1,259     -261   -1,954      228      659   -1,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.7     18.4      0.0     10.8     69.6     63.6     88.0     36.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      48        9        2       14       27       62       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       41,839
COMMITMENTS
  19,711   12,719        0    2,369   20,441   22,080   33,160   19,759    8,679

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     -1,000)
    -786    3,040      -23      -74   -3,514     -883     -497     -117     -503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1     30.4      0.0      5.7     48.9     52.8     79.3     47.2     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      11        8        0        6       17       17       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      135,242
COMMITMENTS
 108,866   18,664        0   17,841  114,698  126,707  133,362    8,535    1,880

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      7,325)
   7,156      526      -89       46    6,366    7,113    6,803      212      522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.5     13.8      0.0     13.2     84.8     93.7     98.6      6.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      69       11        0       13       22       82       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       90,630
COMMITMENTS
  31,415   25,621       38   32,530   43,587   63,983   69,246   26,647   21,384

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      4,295)
  10,401     -483       38  -13,760    8,838   -3,321    8,393    7,616   -4,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     28.3      0.0     35.9     48.1     70.6     76.4     29.4     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      22       20        2       20       29       43       50
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      110,405
COMMITMENTS
  46,258   25,729      436   38,744   53,151   85,438   79,316   24,967   31,089

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      3,273)
   2,374    6,581       65   -1,082   -4,500    1,357    2,146    1,916    1,127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9     23.3      0.4     35.1     48.1     77.4     71.8     22.6     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      24       34        9       22       25       53       61
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      188,933
COMMITMENTS
  67,309   63,200    1,634   65,807   71,021  134,750  135,855   54,183   53,078

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:    -13,071)
  24,950  -24,341      317  -43,028   12,578  -17,761  -11,446    4,690   -1,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     33.5      0.9     34.8     37.6     71.3     71.9     28.7     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      44       50       14       35       47       85      105
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,636
COMMITMENTS
  21,224    9,977        0    2,761   16,664   23,985   26,641    3,651      995

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        278)
     281   -1,346        0       15    1,508      296      162      -18      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.8     36.1      0.0     10.0     60.3     86.8     96.4     13.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      17       13        0        6       10       23       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,671,946
COMMITMENTS
 853,133  504,173  929,963  5127355  5370864  6910451  6805000  761,495  866,946

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:    165,078)
 156,878  -35,223   25,017    4,199  133,113  186,094  122,907  -21,016   42,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      6.6     12.1     66.8     70.0     90.1     88.7      9.9     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      54       48       80      112      123      214      215
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      810,682
COMMITMENTS
  75,954   82,285   13,265  597,424  626,466  686,643  722,016  124,039   88,666

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     17,216)
  -6,299    5,561    1,283   19,245    2,005   14,228    8,849    2,988    8,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     10.2      1.6     73.7     77.3     84.7     89.1     15.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      532)
     110       98       46      219      211      353      331
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      295,588
COMMITMENTS
  16,259   23,797    1,069  196,669  232,790  213,997  257,656   81,591   37,932

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      8,837)
  -3,138    2,797      219    6,804    5,032    3,885    8,048    4,952      789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      8.1      0.4     66.5     78.8     72.4     87.2     27.6     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      12       21        6       57       56       72       80
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,575,471
COMMITMENTS
 328,029  321,994   31,427  2003775  1968378  2363231  2321799  212,240  253,672

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     41,897)
 -17,093   12,535    6,606   62,204  -15,135   51,717    4,006   -9,820   37,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     12.5      1.2     77.8     76.4     91.8     90.2      8.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      494)
     104       94       37      190      192      315      302
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       95,847
COMMITMENTS
  13,322    7,489      770   70,724   84,236   84,816   92,495   11,031    3,352

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     -1,701)
  -1,770     -279       48     -610   -2,206   -2,332   -2,437      631      736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      7.8      0.8     73.8     87.9     88.5     96.5     11.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      15        7        2       43       43       58       52
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       88,962
COMMITMENTS
  26,546    8,300    4,488   48,304   70,505   79,338   83,293    9,624    5,669

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      4,917)
   2,534      653      645      976    2,596    4,156    3,894      761    1,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8      9.3      5.0     54.3     79.3     89.2     93.6     10.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      77       38       10       85       82      165      127
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       13,763
COMMITMENTS
   4,286        0        0    6,063   11,822   10,349   11,822    3,414    1,941

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        604)
     735        0        0       13       28      748       28     -144      576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1      0.0      0.0     44.1     85.9     75.2     85.9     24.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       10       10       13       10
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      375,996
COMMITMENTS
 131,621   61,822    2,120  211,205  293,415  344,946  357,357   31,050   18,639

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     21,565)
  13,951    8,221   -1,728    4,817   12,838   17,040   19,331    4,525    2,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     16.4      0.6     56.2     78.0     91.7     95.0      8.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      76       38        8       79       80      156      125
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      114,314
COMMITMENTS
  63,811   10,303      145   17,432   90,843   81,388  101,291   32,926   13,023

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        394)
  -1,026   -1,037       28    1,412      269      414     -740      -20    1,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.8      9.0      0.1     15.2     79.5     71.2     88.6     28.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      30        9        1       12       18       43       27
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       42,039
COMMITMENTS
   8,535   14,568       12   21,079    7,975   29,626   22,555   12,413   19,484

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      2,436)
      89    1,572       12      696     -161      797    1,423    1,639    1,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     34.7      0.0     50.1     19.0     70.5     53.7     29.5     46.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      16       13        1       23       10       39       24
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       56,536
COMMITMENTS
  14,993    7,626      291   25,153   23,161   40,437   31,078   16,099   25,458

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      6,485)
  -3,045      451       50    6,064   -2,697    3,069   -2,196    3,416    8,681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     13.5      0.5     44.5     41.0     71.5     55.0     28.5     45.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      15        8        3       20       18       36       28
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       27,397
COMMITMENTS
   4,736      835      340   18,621   23,704   23,697   24,879    3,700    2,518

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        266)
     347      103        0      -93     -381      254     -278       12      544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3      3.0      1.2     68.0     86.5     86.5     90.8     13.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        3        1       18       24       24       28
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       38,087
COMMITMENTS
  10,822    2,893       55   19,388   33,550   30,265   36,498    7,822    1,589

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        108)
     168      674       49     -409     -739     -192      -16      300      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4      7.6      0.1     50.9     88.1     79.5     95.8     20.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      17        4        1       19       18       37       22
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       16,069
COMMITMENTS
   3,841    3,458      165    9,180   11,709   13,186   15,332    2,883      737

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      1,252)
    -308      -11      151       87      638      -70      778    1,322      474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     21.5      1.0     57.1     72.9     82.1     95.4     17.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        3        2        7        5       19        8
```

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Updated January 21, 2011