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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,837
COMMITMENTS
   3,855    6,099      449   23,609   20,046   27,913   26,594    3,924    5,243

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      2,096)
     678       72     -228    1,537    1,726    1,987    1,570      109      526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     19.2      1.4     74.2     63.0     87.7     83.5     12.3     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      15       11        8       31       31       50       46
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      210,122
COMMITMENTS
  56,455   28,526   38,129   91,973  108,858  186,557  175,513   23,565   34,609

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      4,826)
   5,383      596   -3,400      874    6,588    2,857    3,784    1,969    1,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     13.6     18.1     43.8     51.8     88.8     83.5     11.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      76       75       91       54       69      193      189
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      333,554
COMMITMENTS
 132,316   54,727   42,572  127,429  168,866  302,317  266,165   31,237   67,389

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      3,248)
     924      315   -4,880    2,187    3,637   -1,769     -928    5,017    4,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     16.4     12.8     38.2     50.6     90.6     79.8      9.4     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      430)
     152       68      111       75      181      289      313
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       11,242
COMMITMENTS
   5,378    1,357    1,465    2,626    7,015    9,469    9,837    1,773    1,405

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -541)
    -203     -608       39      -98       24     -262     -545     -279        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.8     12.1     13.0     23.4     62.4     84.2     87.5     15.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      40       10        9       26       36       70       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       50,673
COMMITMENTS
  21,611    6,592    9,505   12,081   11,725   43,197   27,822    7,476   22,851

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      1,537)
   1,151       42       84       13      979    1,248    1,105      289      432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     13.0     18.8     23.8     23.1     85.2     54.9     14.8     45.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      62       34       37       38       69      124      123
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       58,852
COMMITMENTS
  10,591        0    2,580   45,181   56,164   58,352   58,744      500      108

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        230)
     244        0        0        0      216      244      216      -14       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      0.0      4.4     76.8     95.4     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        0        1       11       13       17       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      129,480
COMMITMENTS
  70,872   23,115        3   12,570   89,446   83,445  112,564   46,035   16,916

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      8,722)
   5,451   -3,958      -52     -333   11,292    5,066    7,282    3,656    1,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.7     17.9      0.0      9.7     69.1     64.4     86.9     35.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      46        5        1       12       27       58       33
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       42,839
COMMITMENTS
  20,497    9,679       23    2,443   23,955   22,963   33,657   19,876    9,182

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     -4,645)
  -3,990   -1,776       14      134   -4,126   -3,842   -5,888     -803    1,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.8     22.6      0.1      5.7     55.9     53.6     78.6     46.4     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      14        7        1        7       18       21       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      127,917
COMMITMENTS
 101,710   18,138       89   17,795  108,332  119,594  126,559    8,323    1,358

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      9,131)
  10,338    1,076       89   -1,786    8,142    8,641    9,307      490     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.5     14.2      0.1     13.9     84.7     93.5     98.9      6.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      77       11        1       13       27       90       39
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       86,335
COMMITMENTS
  21,014   26,104        0   46,290   34,749   67,304   60,853   19,031   25,482

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      2,065)
   3,520   -5,523      -15   -3,146    7,030      359    1,492    1,706      573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     30.2      0.0     53.6     40.2     78.0     70.5     22.0     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      13       22        0       22       26       35       48
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      107,132
COMMITMENTS
  43,884   19,148      371   39,826   57,651   84,081   77,170   23,051   29,962

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:    -21,351)
 -22,040   -7,711       69    4,112  -16,836  -17,859  -24,478   -3,492    3,127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0     17.9      0.3     37.2     53.8     78.5     72.0     21.5     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      22       31        6       21       24       48       56
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      202,004
COMMITMENTS
  42,359   87,541    1,317  108,835   58,443  152,511  147,301   49,493   54,703

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     38,765)
   5,257   26,238      132   31,132    5,595   36,521   31,965    2,244    6,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     43.3      0.7     53.9     28.9     75.5     72.9     24.5     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      40       63       15       38       44       86      114
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,358
COMMITMENTS
  20,943   11,323        0    2,746   15,156   23,689   26,479    3,669      879

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        915)
    -219      892        0      536      154      317    1,046      598     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.6     41.4      0.0     10.0     55.4     86.6     96.8     13.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16       14        0        5        8       21       22
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,506,868
COMMITMENTS
 696,255  539,396  904,946  5123156  5237751  6724357  6682093  782,511  824,775

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:    249,310)
 -35,598   88,619  100,650  199,176   67,786  264,228  257,055  -14,918   -7,745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      7.2     12.1     68.2     69.8     89.6     89.0     10.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      53       44       80      115      125      215      215
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      793,466
COMMITMENTS
  82,253   76,724   11,982  578,179  624,461  672,415  713,167  121,051   80,299

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     17,063)
  10,082     -201      147    7,220   21,166   17,449   21,112     -386   -4,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      9.7      1.5     72.9     78.7     84.7     89.9     15.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      527)
     112       93       49      213      215      349      334
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      286,751
COMMITMENTS
  19,397   21,000      850  189,865  227,758  210,112  249,608   76,639   37,143

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     10,293)
     214    1,207     -299   12,789   10,447   12,704   11,355   -2,411   -1,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      7.3      0.3     66.2     79.4     73.3     87.0     26.7     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      14       17        7       53       59       70       80
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,533,574
COMMITMENTS
 345,122  309,459   24,821  1941571  1983513  2311514  2317793  222,060  215,781

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     33,850)
  54,761   -1,617   -3,193  -27,843   53,595   23,725   48,785   10,125  -14,935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     12.2      1.0     76.6     78.3     91.2     91.5      8.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      490)
     107       89       38      186      195      310      305
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       97,548
COMMITMENTS
  15,092    7,768      722   71,334   86,442   87,148   94,932   10,400    2,616

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -352)
   1,182      822      212   -1,051   -1,316      343     -282     -695      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      8.0      0.7     73.1     88.6     89.3     97.3     10.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      14        6        1       45       42       59       49
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       84,045
COMMITMENTS
  24,012    7,647    3,843   47,328   67,909   75,182   79,399    8,863    4,646

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -908)
  -1,834    1,576      291    1,551   -3,887        8   -2,020     -916    1,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      9.1      4.6     56.3     80.8     89.5     94.5     10.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      78       33       10       83       79      164      119
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       13,159
COMMITMENTS
   3,551        0        0    6,050   11,794    9,601   11,794    3,558    1,365

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        -43)
    -774        0        0      514     -226     -260     -226      217      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      0.0      0.0     46.0     89.6     73.0     89.6     27.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        0        8        9       11        9
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      354,431
COMMITMENTS
 117,670   53,601    3,848  206,388  280,577  327,906  338,026   26,525   16,405

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     -4,326)
  -6,209    6,972    2,364    5,186  -18,304    1,341   -8,968   -5,667    4,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     15.1      1.1     58.2     79.2     92.5     95.4      7.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      75       35        8       78       77      156      117
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      113,920
COMMITMENTS
  64,837   11,340      117   16,020   90,574   80,974  102,031   32,946   11,889

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     -7,642)
 -10,219   -1,203       -1    2,477   -6,298   -7,743   -7,502      101     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.9     10.0      0.1     14.1     79.5     71.1     89.6     28.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      33       13        1       12       17       46       30
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       39,603
COMMITMENTS
   8,446   12,996        0   20,383    8,136   28,829   21,132   10,774   18,471

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        -92)
  -1,542      -51       -2      908      772     -636      719      544     -811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     32.8      0.0     51.5     20.5     72.8     53.4     27.2     46.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15       13        0       21       12       36       25
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       50,051
COMMITMENTS
  18,038    7,175      241   19,089   25,858   37,368   33,274   12,683   16,777

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      1,879)
   3,098      277     -179   -2,535    2,234      384    2,332    1,495     -453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     14.3      0.5     38.1     51.7     74.7     66.5     25.3     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      20        6        2       16       20       37       27
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       27,131
COMMITMENTS
   4,389      732      340   18,714   24,085   23,443   25,157    3,688    1,974

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -232)
    -445       -5        0      286     -214     -159     -219      -73      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      2.7      1.3     69.0     88.8     86.4     92.7     13.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        3        1       18       23       23       27
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       37,979
COMMITMENTS
  10,654    2,219        6   19,797   34,289   30,457   36,514    7,522    1,465

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        -85)
  -2,603       24        0    2,475     -193     -128     -169       43       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1      5.8      0.0     52.1     90.3     80.2     96.1     19.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      16        3        1       20       18       37       21
```

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Updated January 14, 2011