```
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY 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:       32,346
COMMITMENTS
   4,255    6,579      703   22,967   21,072   27,925   28,354    4,421    3,992

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      1,646)
     410      450       87      757      678    1,254    1,215      392      431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     20.3      2.2     71.0     65.1     86.3     87.7     13.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      13       18       12       32       29       51       54
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY 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:      194,321
COMMITMENTS
  47,229   33,107   34,274   93,173   92,686  174,676  160,067   19,645   34,254

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     -8,419)
  -2,946    2,460   -5,725    1,178   -3,316   -7,493   -6,581     -926   -1,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     17.0     17.6     47.9     47.7     89.9     82.4     10.1     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      58       79       77       51       63      163      176
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY 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:      325,371
COMMITMENTS
 125,054   42,868   48,576  126,634  170,235  300,264  261,679   25,107   63,692

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     -9,174)
  -3,665   -2,195   -1,736   -1,727   -2,950   -7,128   -6,881   -2,046   -2,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4     13.2     14.9     38.9     52.3     92.3     80.4      7.7     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      428)
     142       68      100       88      188      286      313
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY 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:       10,133
COMMITMENTS
   4,388    1,612    1,182    2,590    5,860    8,160    8,654    1,973    1,479

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        855)
     307     -851      332      -17    1,303      622      784      233       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.3     15.9     11.7     25.6     57.8     80.5     85.4     19.5     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      37       17       11       18       33       65       52
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY 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:       43,851
COMMITMENTS
  18,764    7,151    6,978   10,983    8,636   36,725   22,765    7,126   21,086

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      3,785)
   1,326      252    1,275      844      668    3,445    2,195      340    1,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8     16.3     15.9     25.0     19.7     83.7     51.9     16.3     48.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      52       34       35       31       51      106      105
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY 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:       91,294
COMMITMENTS
  39,665   14,717        0   12,976   63,827   52,641   78,544   38,653   12,750

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:    -50,997)
  -5,175    3,273   -9,726  -32,838  -43,670  -47,739  -50,123   -3,258     -874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     16.1      0.0     14.2     69.9     57.7     86.0     42.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      33        8        0       12       25       45       33
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY 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:       44,704
COMMITMENTS
  25,365   12,838       77    2,529   22,437   27,971   35,352   16,733    9,352

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      4,900)
   4,571    2,760       77     -277    3,280    4,371    6,117      529   -1,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.7     28.7      0.2      5.7     50.2     62.6     79.1     37.4     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      21        8        2        6       17       27       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:       69,207
COMMITMENTS
  14,579   22,011        0   36,813   25,689   51,392   47,700   17,815   21,507

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      1,387)
   2,374    1,620        0   -1,092   -2,697    1,282   -1,077      105    2,464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     31.8      0.0     53.2     37.1     74.3     68.9     25.7     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      13       23        0       23       23       36       46
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY 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:       90,072
COMMITMENTS
  34,243   21,714      268   36,574   38,943   71,085   60,925   18,987   29,147

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     -6,038)
    -753     -547      268   -4,445   -4,947   -4,930   -5,226   -1,108     -812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     24.1      0.3     40.6     43.2     78.9     67.6     21.1     32.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23       30        3       18       24       44       54
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY 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:      156,136
COMMITMENTS
  38,604   52,697      671   68,741   54,908  108,016  108,276   48,120   47,860

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      9,355)
   2,915    6,704      425    5,646    4,521    8,986   11,650      369   -2,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     33.8      0.4     44.0     35.2     69.2     69.3     30.8     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      34       49        7       35       41       71       95
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:    7,063,589
COMMITMENTS
 657,802  388,304  751,341  4906060  5054531  6315203  6194176  748,386  869,413

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:       -477)
   4,679   -5,115  -10,681    7,178  -53,543    1,176  -69,339   -1,653   68,862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      5.5     10.6     69.5     71.6     89.4     87.7     10.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      48       37       69      110      116      198      191
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY 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:      758,336
COMMITMENTS
  71,031   70,957    9,970  555,976  591,710  636,977  672,636  121,359   85,699

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:   -351,138)
 -12,256     -343  -73,825 -223,522 -234,906 -309,603 -309,074  -41,535  -42,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      9.4      1.3     73.3     78.0     84.0     88.7     16.0     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      492)
      93       97       32      188      203      300      313
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY 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:      271,164
COMMITMENTS
  19,663   17,364      936  172,380  214,352  192,979  232,652   78,185   38,512

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:   -160,076)
 -51,072   -3,100  -11,625  -79,198 -125,122 -141,895 -139,847  -18,181  -20,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      6.4      0.3     63.6     79.0     71.2     85.8     28.8     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      14       16        5       50       54       67       72
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY 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:    2,435,858
COMMITMENTS
 282,613  293,737   19,395  1917982  1886790  2219990  2199922  215,868  235,936

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:   -955,308)
 -77,370 -257,665  -39,550 -721,619 -548,921 -838,539 -846,136 -116,769 -109,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     12.1      0.8     78.7     77.5     91.1     90.3      8.9      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      451)
      87       91       26      161      183      262      286
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY 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:       98,509
COMMITMENTS
  13,673    6,931      227   73,601   88,314   87,501   95,472   11,008    3,037

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:    -25,737)
    -690      393     -212  -24,311  -25,522  -25,213  -25,341     -524     -396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      7.0      0.2     74.7     89.7     88.8     96.9     11.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      14        6        1       41       37       55       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY 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:       66,711
COMMITMENTS
  24,902    7,439      244   36,408   56,100   61,553   63,783    5,158    2,928

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:    -67,780)
     536   -2,762  -10,851  -48,654  -47,860  -58,969  -61,473   -8,811   -6,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     11.2      0.4     54.6     84.1     92.3     95.6      7.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      71       25        8       69       69      143       99
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY 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:      333,555
COMMITMENTS
 124,509   37,197    1,220  182,038  280,500  307,767  318,917   25,788   14,638

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:   -187,192)
   5,060  -51,595   -8,820 -170,951 -103,265 -174,711 -163,680  -12,481  -23,512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     11.2      0.4     54.6     84.1     92.3     95.6      7.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      71       25        8       69       69      143       99
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY 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:      115,007
COMMITMENTS
  69,875    9,325      117   14,331   93,481   84,323  102,923   30,684   12,084

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      1,423)
   7,205      433      -33   -6,695      332      477      732      946      691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.8      8.1      0.1     12.5     81.3     73.3     89.5     26.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      30       11        1       10       19       41       30
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
```

----

Updated December 27, 2010