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Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   120,758
Positions
     1,458     68,296         10     10,126      6,417        107     56,501      9,587      1,459      8,712     19,400          6     42,379     15,476
 
Changes from:       December 28, 2010                                Total Change is:     7,535
      -219      5,682        -20        -83       -721          0      6,896     -1,635        107         60      3,419          6        788        697
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       56.6        0.0        8.4        5.3        0.1       46.8        7.9        1.2        7.2       16.1        0.0       35.1       12.8
 
Number of Traders in Each Category                                    Total Traders:        87
         .         18          .          4          .          .         36          9          4         12          .          .
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    47,484
Positions
     3,309     25,252          0      1,458      1,432        304     21,707      7,530         27          0      5,000          0     20,679      7,939
 
Changes from:       December 28, 2010                                Total Change is:     1,128
        93        731          0        -35         55        -69        418     -1,989        -87       -400      3,000          0      1,208       -513
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       53.2        0.0        3.1        3.0        0.6       45.7       15.9        0.1        0.0       10.5        0.0       43.5       16.7
 
Number of Traders in Each Category                                    Total Traders:        47
         .         14          0          .          .          .         16          9          .          0          .          0
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is    84,270
Positions
    33,845      1,305        991      6,770     23,262      1,143     21,392     26,478      1,609      1,195      4,573          0     17,325     24,909
 
Changes from:       December 28, 2010                                Total Change is:     2,129
     2,784       -609         25       -178      1,127         62     -1,996         56      1,582       -176       -425          0         26        311
 
Percent of Open Interest Represented by Each Category of Trader
      40.2        1.5        1.2        8.0       27.6        1.4       25.4       31.4        1.9        1.4        5.4        0.0       20.6       29.6
 
Number of Traders in Each Category                                    Total Traders:        71
        10          .          .          .         14          5         15         22          4          .          .          0
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   128,483
Positions
     6,453     66,023        678     33,598      4,166      1,153     58,969     15,446        189        900     13,993          0     26,543     26,835
 
Changes from:       December 28, 2010                                Total Change is:    19,140
       -39     15,709       -194      1,771     -1,169       -310     15,739         85         95       -486      7,860          0      2,564     -2,936
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       51.4        0.5       26.1        3.2        0.9       45.9       12.0        0.1        0.7       10.9        0.0       20.7       20.9
 
Number of Traders in Each Category                                    Total Traders:       105
         5         18          .         12          4          4         30         24          7          .         11          0
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   163,239
Positions
    52,737     19,425      1,023     22,363     22,006      3,142     20,323     56,517        679     15,685     12,506         38     47,249     47,903
 
Changes from:       December 28, 2010                                Total Change is:       927
    -4,307      1,882        367        -17        428        177      4,880     -4,762        323       -133      3,269        -10       -353       -747
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       11.9        0.6       13.7       13.5        1.9       12.4       34.6        0.4        9.6        7.7        0.0       28.9       29.3
 
Number of Traders in Each Category                                    Total Traders:       155
        19         10          5         15         17         11         27         43         10          9         15          .
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   121,562
Positions
     4,629     92,072        543     11,340      3,223        207     70,650      8,694          1      1,347      4,793          0     32,845     12,029
 
Changes from:       December 28, 2010                                Total Change is:    -2,443
       -59        475        139      1,168       -266          0     -3,255     -1,682          0        505         -5          0       -941     -1,104
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       75.7        0.4        9.3        2.7        0.2       58.1        7.2        0.0        1.1        3.9        0.0       27.0        9.9
 
Number of Traders in Each Category                                    Total Traders:        72
         4         12          .          5          4          .         30         11          .          .          4          0
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    58,622
Positions
    11,479     33,089     14,003          0          0          0     30,528     10,593        843      1,255          0          0        514         94
 
Changes from:       December 28, 2010                                Total Change is:         0
        -6        368       -148          0          0          0        317         45          0          0          0          0       -163       -265
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       56.4       23.9        0.0        0.0        0.0       52.1       18.1        1.4        2.1        0.0        0.0        0.9        0.2
 
Number of Traders in Each Category                                    Total Traders:        20
         6          8          9          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   118,786
Positions
     2,566     88,941        239     17,381          0        140     86,242     13,480         90      4,295     14,362          0      7,833      1,534
 
Changes from:       December 28, 2010                                Total Change is:    -6,446
    -1,242     -9,504         72       -937          0         -5     -6,093     -2,524          0        975      5,180          0        784        335
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       74.9        0.2       14.6        0.0        0.1       72.6       11.3        0.1        3.6       12.1        0.0        6.6        1.3
 
Number of Traders in Each Category                                    Total Traders:       108
         6         13          .          9          0          .         53         12          .          9          6          0
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    26,443
Positions
     3,138     13,965          7        495          0         14     18,980      7,297          0        738      4,150          0      3,071      1,010
 
Changes from:       December 28, 2010                                Total Change is:     1,353
      -621      1,441          6       -218          0        -20      1,899        295          0       -235       -178          0        542       -191
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       52.8        0.0        1.9        0.0        0.1       71.8       27.6        0.0        2.8       15.7        0.0       11.6        3.8
 
Number of Traders in Each Category                                    Total Traders:        42
         4          8          .          .          0          .         15          9          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    40,020
Positions
    14,227     22,055        484      3,478      3,233        473     14,507      9,035        187        300        577          0      6,365      3,979
 
Changes from:       December 28, 2010                                Total Change is:     3,474
      -136      2,182        -79        182       -147         68      2,992      1,399        141        150       -114          0        156         24
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       55.1        1.2        8.7        8.1        1.2       36.2       22.6        0.5        0.7        1.4        0.0       15.9        9.9
 
Number of Traders in Each Category                                    Total Traders:        90
        14         17          .          5          5          .         30         14          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    80,039
Positions
    28,454     44,109        967      6,956      6,465        945     29,014     18,069        374        600      1,153          0     12,729      7,957
 
Changes from:       December 28, 2010                                Total Change is:     6,947
      -271      4,364       -157        363       -293        135      5,984      2,798        281        300       -228          0        312         47
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       55.1        1.2        8.7        8.1        1.2       36.2       22.6        0.5        0.7        1.4        0.0       15.9        9.9
 
Number of Traders in Each Category                                    Total Traders:        90
        14         17          .          5          5          .         30         14          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   776,403
Positions
    41,901    301,270     27,265    414,467    123,586     56,215     78,596    140,764     16,522     19,333     25,766        667    121,437     84,348
 
Changes from:       December 28, 2010                                Total Change is:     6,649
     5,216     -5,239      5,930     -6,212      5,490        -62       -683       -578      1,184        267      4,282       -564      1,574     -3,795
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       38.8        3.5       53.4       15.9        7.2       10.1       18.1        2.1        2.5        3.3        0.1       15.6       10.9
 
Number of Traders in Each Category                                    Total Traders:       512
        34         48         22        119         55         61         83        130         52         25         18          7
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   276,458
Positions
    10,045    153,015      2,852    148,358     36,919      6,020     20,083     29,423      2,351      7,317      7,291        382     79,050     38,205
 
Changes from:       December 28, 2010                                Total Change is:     2,646
     2,206       -928        357        785        319        -13     -1,573      2,447        179       -180        620       -540      1,425        205
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       55.3        1.0       53.7       13.4        2.2        7.3       10.6        0.9        2.6        2.6        0.1       28.6       13.8
 
Number of Traders in Each Category                                    Total Traders:       120
         6         22          4         32         13         10         10         30         10          4          .          .
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,499,724
Positions
   188,216    770,211     93,130  1,341,274    444,062    240,245    328,709    592,851     34,707     60,082     92,376      1,426    211,935    230,716
 
Changes from:       December 28, 2010                                Total Change is:    20,016
    22,742    -13,862     20,174    -35,288     25,555         59      8,953    -10,618        519      2,233     18,311       -122        746    -20,000
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       30.8        3.7       53.7       17.8        9.6       13.1       23.7        1.4        2.4        3.7        0.1        8.5        9.2
 
Number of Traders in Each Category                                    Total Traders:       471
        34         44         17         99         50         55         82        123         36         22         17          6
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    97,900
Positions
    19,225     31,539        991     48,460     32,784      5,060     10,716     24,330        510      1,843          0          0     11,095      2,686
 
Changes from:       December 28, 2010                                Total Change is:      -867
        49       -270        140       -893       -200        -35       -743       -357        318        250          0          0         47       -463
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       32.2        1.0       49.5       33.5        5.2       10.9       24.9        0.5        1.9        0.0        0.0       11.3        2.7
 
Number of Traders in Each Category                                    Total Traders:        89
         6         10          .         29         13         11         13         14          .          4          0          0
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    84,953
Positions
     7,573     54,139      3,535     26,528      7,516      2,102     27,674      8,087      5,348      2,399        677         15      9,779      3,535
 
Changes from:       December 28, 2010                                Total Change is:    10,890
      -309      6,308        663      3,025       -237         54      2,292        193      3,764        160         -2       -246      1,488        395
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       63.7        4.2       31.2        8.8        2.5       32.6        9.5        6.3        2.8        0.8        0.0       11.5        4.2
 
Number of Traders in Each Category                                    Total Traders:       238
        20         33          6         42         14         10         72         35          9         15          7          .
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    13,202
Positions
     2,810     12,020          0      1,735          0          0      5,070          0          0        246          0          0      3,341      1,182
 
Changes from:       December 28, 2010                                Total Change is:     3,791
      -298      4,505          0          0       -200          0      3,727       -511          0        246       -246          0        116        243
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       91.0        0.0       13.1        0.0        0.0       38.4        0.0        0.0        1.9        0.0        0.0       25.3        9.0
 
Number of Traders in Each Category                                    Total Traders:        20
         5         10          0          .          0          0          .          0          0          .          0          0
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   358,757
Positions
    27,814    214,595     13,674    123,963     37,578     10,511    138,007     65,421      1,754     10,767      3,386         75     32,192     11,763
 
Changes from:       December 28, 2010                                Total Change is:    35,496
       547      9,614      2,713     15,124       -187        269     11,527     22,221        116     -1,660         -8          0      6,860        758
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       59.8        3.8       34.6       10.5        2.9       38.5       18.2        0.5        3.0        0.9        0.0        9.0        3.3
 
Number of Traders in Each Category                                    Total Traders:       236
        19         32          4         42         14         10         71         36          6         15          7          .
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   317,096
Positions
    83,376     49,811     15,345    118,717    110,088     22,629     50,782     90,459      6,131      1,225      7,935          0     18,891     14,698
 
Changes from:       December 28, 2010                                Total Change is:     5,896
     5,967      3,761        214     -8,360     -1,712      3,358      3,667     -3,195      1,714       -501      1,031          0       -163        725
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       15.7        4.8       37.4       34.7        7.1       16.0       28.5        1.9        0.4        2.5        0.0        6.0        4.6
 
Number of Traders in Each Category                                    Total Traders:       234
        15         20          .         55         38         20         37         56         11          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    39,695
Positions
    10,310      4,904        160     11,356        200          0      3,365     14,085          2      4,272      1,062          0     10,230     19,282
 
Changes from:       December 28, 2010                                Total Change is:     1,100
     1,747        530         10     -1,154          0          0        322        313          0          0        209          0        175         38
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       12.4        0.4       28.6        0.5        0.0        8.5       35.5        0.0       10.8        2.7        0.0       25.8       48.6
 
Number of Traders in Each Category                                    Total Traders:        57
        13          6          .          9          .          0          7         13          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    48,172
Positions
     9,512     12,785      1,989     12,642      6,575        655     10,251      4,326        420      1,515      4,192          0     11,188     17,230
 
Changes from:       December 28, 2010                                Total Change is:     4,238
      -222      1,837        132      1,588        130          0        674        884        171        600        222          0      1,295        862
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       26.5        4.1       26.2       13.6        1.4       21.3        9.0        0.9        3.1        8.7        0.0       23.2       35.8
 
Number of Traders in Each Category                                    Total Traders:        52
        13         12          5          7          .          .          9          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    27,363
Positions
         0      4,444        101     14,037     11,262      3,927      4,534      5,642          0      1,003          0          0      3,761      1,987
 
Changes from:       December 28, 2010                                Total Change is:      -306
      -219         90         10     -1,251       -490         21        909        -53          0          0          0          0        224        116
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       16.2        0.4       51.3       41.2       14.4       16.6       20.6        0.0        3.7        0.0        0.0       13.7        7.3
 
Number of Traders in Each Category                                    Total Traders:        43
         0          4          .         16         14          8          4          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    38,064
Positions
     4,050     15,994        226     15,820      6,155        826      6,422     13,482          0      3,241          0          0      7,479      1,381
 
Changes from:       December 28, 2010                                Total Change is:       174
      -447       -164        -10        818        726        162        806       -525          0     -1,676          0          0        521        -15
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       42.0        0.6       41.6       16.2        2.2       16.9       35.4        0.0        8.5        0.0        0.0       19.6        3.6
 
Number of Traders in Each Category                                    Total Traders:        51
         5          7          .         11          9          5          7          5          0          7          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   538,630
Positions
    21,129     81,115      3,315    296,843    156,066     47,439     38,316     81,282      4,188     20,464     26,992         50    106,886    138,183
 
Changes from:       December 28, 2010                                Total Change is:     9,033
      -564      8,526     -3,725     13,783      7,750         18     15,216     -6,620     -4,816       -379      3,469          0    -10,500      4,431
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       15.1        0.6       55.1       29.0        8.8        7.1       15.1        0.8        3.8        5.0        0.0       19.8       25.7
 
Number of Traders in Each Category                                    Total Traders:       133
         8         14          5         40         23         33         16         23          9          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   306,838
Positions
         0    121,508        640    231,972      7,718     15,428          0    115,200          0          0      1,953          0     58,798     44,391
 
Changes from:       December 28, 2010                                Total Change is:      -723
         0     -4,241       -703      1,676      3,945        305          0     -2,552       -428          0          0          0     -1,573      2,951
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       39.6        0.2       75.6        2.5        5.0        0.0       37.5        0.0        0.0        0.6        0.0       19.2       14.5
 
Number of Traders in Each Category                                    Total Traders:        55
         0         10          .         29          .         13          0         12          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   645,108
Positions
    35,377     76,267      4,053    347,488    237,934     64,796     68,866     85,047      6,253     34,137     47,594      1,659     82,479    121,505
 
Changes from:       December 28, 2010                                Total Change is:    -1,337
    -3,890     -6,517        953      1,949        250      7,465      8,155     22,753    -19,911      2,233       -544        421      1,288     -6,207
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       11.8        0.6       53.9       36.9       10.0       10.7       13.2        1.0        5.3        7.4        0.3       12.8       18.8
 
Number of Traders in Each Category                                    Total Traders:       171
        12         22          9         34         35         33         21         27         12          7         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,357,110
Positions
   117,262    194,543     28,577    526,851    381,602    189,697    149,269    201,669     26,344     56,190     18,637     12,410    250,510    303,631
 
Changes from:       December 28, 2010                                Total Change is:    22,408
    -4,660     -1,459      9,821     35,816     25,232       -538        725    -10,008      3,725    -15,249    -17,014      4,308    -11,540      8,341
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       14.3        2.1       38.8       28.1       14.0       11.0       14.9        1.9        4.1        1.4        0.9       18.5       22.4
 
Number of Traders in Each Category                                    Total Traders:       245
        29         29         14         37         53         47         43         37         23         11          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is   988,426
Positions
    46,647     94,144     12,282    194,378    384,484    152,093    339,997     45,659     14,191     66,048     48,772        344    162,446    236,457
 
Changes from:       December 28, 2010                                Total Change is:   -13,666
    14,540        708    -10,324    -26,604        272     14,330     13,435    -19,866     -5,114     -3,200     -2,181       -127    -10,602      8,636
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        9.5        1.2       19.7       38.9       15.4       34.4        4.6        1.4        6.7        4.9        0.0       16.4       23.9
 
Number of Traders in Each Category                                    Total Traders:       161
        13         16          4         24         35         31         36         19         11          8         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   514,212
Positions
    88,996    167,744    219,741      3,728      1,956      1,495     94,022     14,088     52,190     23,663     15,703      3,753     26,624     37,542
 
Changes from:       December 28, 2010                                Total Change is:   -61,066
   -17,548    -68,412     11,472        -93        232        330    -50,219     -1,283     -1,710     -3,015         -9       -273        -10     -1,413
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       32.6       42.7        0.7        0.4        0.3       18.3        2.7       10.1        4.6        3.1        0.7        5.2        7.3
 
Number of Traders in Each Category                                    Total Traders:        96
        19         26         34          .          4          .         21         12         26          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 7,257,558
Positions
 1,868,592  2,731,721  1,353,595  1,415,177    470,105     83,396    684,587    528,525    865,152     80,786    283,700    108,844    797,429    832,520
 
Changes from:       December 28, 2010                                Total Change is:   206,554
     5,093     33,537     13,558     34,631     55,848     -2,367     97,402     69,276     27,346    -45,286      1,316     22,887     53,290    -14,847
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       37.6       18.7       19.5        6.5        1.1        9.4        7.3       11.9        1.1        3.9        1.5       11.0       11.5
 
Number of Traders in Each Category                                    Total Traders:       235
        36         48         78          9         11         10         53         48         74          7         11         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    13,784
Positions
     6,224      5,820        116      1,414      1,123        134      1,046      5,890          0      4,800        478          0         50        223
 
Changes from:       December 28, 2010                                Total Change is:      -388
       -85       -413         19        423          4        -22       -729        -11          0          0         10          0          6         25
 
Percent of Open Interest Represented by Each Category of Trader
      45.2       42.2        0.8       10.3        8.1        1.0        7.6       42.7        0.0       34.8        3.5        0.0        0.4        1.6
 
Number of Traders in Each Category                                    Total Traders:        34
         4          4          .          .          5          .          .         12          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    44,016
Positions
    37,633     22,047          0      2,115      2,012         56      4,137     14,224          0          0      5,473          0         75        204
 
Changes from:       December 28, 2010                                Total Change is:     2,858
     3,127      2,323          0        104        380          0       -141        160          0          0        -30          0       -232         25
 
Percent of Open Interest Represented by Each Category of Trader
      85.5       50.1        0.0        4.8        4.6        0.1        9.4       32.3        0.0        0.0       12.4        0.0        0.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        29
         4          5          0          .          4          .          .          7          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    27,677
Positions
    10,876      2,822        175      1,074        188        727      8,818     19,488        580      1,317      1,129          2      4,108      2,566
 
Changes from:       December 28, 2010                                Total Change is:     1,279
      -555     -1,573        175       -151       -249         -3      1,671      2,293         31        545        247          0       -434        358
 
Percent of Open Interest Represented by Each Category of Trader
      39.3       10.2        0.6        3.9        0.7        2.6       31.9       70.4        2.1        4.8        4.1        0.0       14.8        9.3
 
Number of Traders in Each Category                                    Total Traders:        82
         5          5          .          5          .          .         14         34          5         10          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   149,085
Positions
    71,847     35,316     24,882      2,051        514      3,653      1,337     37,758     18,686        804      3,935      4,833     20,992     19,508
 
Changes from:       December 28, 2010                                Total Change is:     7,298
     6,479      5,950     -5,844      1,838         34        157       -271      2,119      1,018        378       -101        909      2,634      3,056
 
Percent of Open Interest Represented by Each Category of Trader
      48.2       23.7       16.7        1.4        0.3        2.5        0.9       25.3       12.5        0.5        2.6        3.2       14.1       13.1
 
Number of Traders in Each Category                                    Total Traders:        82
         6         14         16          .          4          5          6         32         22          7          4         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    14,817
Positions
       470     14,246          0     10,691          0          5      2,076        164          0          0        125         14      1,561        263
 
Changes from:       December 28, 2010                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       96.1        0.0       72.2        0.0        0.0       14.0        1.1        0.0        0.0        0.8        0.1       10.5        1.8
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          9          0          .          7          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated January 7, 2011