```
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,741
COMMITMENTS
   3,177    6,027      677   22,072   18,320   25,926   25,024    3,815    4,717

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -3,656)
  -1,088     -842     -148   -2,349   -3,124   -3,585   -4,114      -71      458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     20.3      2.3     74.2     61.6     87.2     84.1     12.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      11       18       11       31       28       50       50
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      205,296
COMMITMENTS
  51,072   27,930   41,529   91,099  102,270  183,700  171,729   21,596   33,567

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:        225)
  -1,156   -1,407    2,265     -691    1,279      418    2,137     -193   -1,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     13.6     20.2     44.4     49.8     89.5     83.6     10.5     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      67       78       91       56       69      189      191
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      330,306
COMMITMENTS
 131,392   54,412   47,452  125,242  165,229  304,086  267,093   26,220   63,213

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      5,058)
   4,575    7,517      649      221   -2,051    5,445    6,115     -387   -1,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8     16.5     14.4     37.9     50.0     92.1     80.9      7.9     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      425)
     142       76       99       68      183      275      303
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       11,783
COMMITMENTS
   5,581    1,965    1,426    2,724    6,991    9,731   10,382    2,052    1,401

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:        666)
     477      -22      131       -8      480      600      589       66       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.4     16.7     12.1     23.1     59.3     82.6     88.1     17.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      41       16        8       24       35       73       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       49,136
COMMITMENTS
  20,460    6,550    9,421   12,068   10,746   41,949   26,717    7,187   22,419

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      1,951)
   1,020     -428      905      -33    1,179    1,892    1,656       59      295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6     13.3     19.2     24.6     21.9     85.4     54.4     14.6     45.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      55       35       38       38       67      117      123
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       58,622
COMMITMENTS
  10,347        0    2,580   45,181   55,948   58,108   58,528      514       94

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:          0)
     317        0        0     -154      265      163      265     -163     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      0.0      4.4     77.1     95.4     99.1     99.8      0.9      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 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      120,758
COMMITMENTS
  65,421   27,073       55   12,903   78,154   78,379  105,282   42,379   15,476

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      7,535)
   7,279    3,718       35     -567    3,085    6,747    6,838      788      697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.2     22.4      0.0     10.7     64.7     64.9     87.2     35.1     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      47        7        1       14       27       61       35
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       47,484
COMMITMENTS
  24,487   11,455        9    2,309   28,081   26,805   39,545   20,679    7,939

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      1,128)
     138    1,108      -81     -137      614      -80    1,641    1,208     -513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.6     24.1      0.0      4.9     59.1     56.5     83.3     43.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      17       10        1        5       18       22       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      118,786
COMMITMENTS
  91,372   17,062        0   19,581  100,190  110,953  117,252    7,833    1,534

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -6,446)
  -5,292    2,644        0   -1,938   -9,425   -7,230   -6,781      784      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.9     14.4      0.0     16.5     84.3     93.4     98.7      6.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      65       12        0       14       22       79       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       84,270
COMMITMENTS
  17,494   31,627       15   49,436   27,719   66,945   59,361   17,325   24,909

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      2,129)
    -800      212        0    2,903    1,606    2,103    1,818       26      311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     37.5      0.0     58.7     32.9     79.4     70.4     20.6     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      11       24        1       24       23       36       47
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      128,483
COMMITMENTS
  65,924   26,859      302   35,714   74,487  101,940  101,648   26,543   26,835

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     19,140)
  15,983    6,559       83      510   15,434   16,576   22,076    2,564   -2,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.3     20.9      0.2     27.8     58.0     79.3     79.1     20.7     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      33       34        7       19       26       57       62
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      163,239
COMMITMENTS
  37,102   61,303    1,185   77,703   52,848  115,990  115,336   47,249   47,903

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:        927)
   3,269      991      333   -2,322      350    1,280    1,674     -353     -747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     37.6      0.7     47.6     32.4     71.1     70.7     28.9     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      41       53       12       36       40       84       98
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,443
COMMITMENTS
  21,162   10,431        0    2,210   15,002   23,372   25,433    3,071    1,010

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      1,353)
   2,592      -24        0   -1,781    1,568      811    1,544      542     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.0     39.4      0.0      8.4     56.7     88.4     96.2     11.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      17       10        0        7       10       24       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,257,558
COMMITMENTS
 731,853  450,777  804,296  4923980  5169965  6460129  6425038  797,429  832,520

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    206,554)
  57,040   63,807   45,812   50,412  111,782  153,264  221,401   53,290  -14,847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      6.2     11.1     67.8     71.2     89.0     88.5     11.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      57       39       71      110      122      208      202
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      776,403
COMMITMENTS
  72,171   76,924   11,836  570,959  603,295  654,966  692,055  121,437   84,348

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      6,649)
   3,422    2,762   -1,252    2,905    8,934    5,075   10,444    1,574   -3,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      9.9      1.5     73.5     77.7     84.4     89.1     15.6     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      512)
     100       96       42      205      211      326      328
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      276,458
COMMITMENTS
  19,183   19,793    1,149  177,076  217,311  197,408  238,253   79,050   38,205

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      2,646)
  -1,007    1,515     -550    2,778    1,476    1,221    2,441    1,425      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      7.2      0.4     64.1     78.6     71.4     86.2     28.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      14       17        7       50       57       67       78
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,499,724
COMMITMENTS
 290,361  311,076   28,014  1969414  1929918  2287789  2269008  211,935  230,716

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     20,016)
  18,111    2,204      522      637   37,290   19,270   40,016      746  -20,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     12.4      1.1     78.8     77.2     91.5     90.8      8.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      471)
      94       90       33      178      190      288      297
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       97,900
COMMITMENTS
  13,910    6,946      510   72,385   87,758   86,805   95,214   11,095    2,686

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -867)
     224      380      318   -1,456   -1,102     -914     -404       47     -463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      7.1      0.5     73.9     89.6     88.7     97.3     11.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      14        6        2       41       41       56       48
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       84,953
COMMITMENTS
  25,846    6,071    3,551   45,776   71,796   75,174   81,419    9,779    3,535

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     10,890)
   2,794     -739    2,198    4,411    9,037    9,402   10,496    1,488      395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4      7.1      4.2     53.9     84.5     88.5     95.8     11.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      84       24        6       74       76      160      104
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       13,202
COMMITMENTS
   4,325        0        0    5,536   12,020    9,861   12,020    3,341    1,182

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      3,791)
   2,353     -471        0    1,322    4,019    3,675    3,548      116      243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8      0.0      0.0     41.9     91.0     74.7     91.0     25.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        0        6       10       10       10
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      358,757
COMMITMENTS
 123,879   46,629    1,484  201,202  298,881  326,565  346,994   32,192   11,763

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     35,496)
  13,076    9,534      116   15,444   25,088   28,636   34,738    6,860      758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     13.0      0.4     56.1     83.3     91.0     96.7      9.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      81       25        5       71       75      154      103
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      121,562
COMMITMENTS
  75,056   12,543      118   13,543   96,872   88,717  109,533   32,845   12,029

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -2,443)
  -1,801        2        0      299   -1,341   -1,502   -1,339     -941   -1,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.7     10.3      0.1     11.1     79.7     73.0     90.1     27.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      32       12        2       11       20       44       33
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       39,695
COMMITMENTS
   9,988   13,047        2   19,475    7,364   29,465   20,413   10,230   19,282

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      1,100)
     579      705        0      346      357      925    1,062      175       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     32.9      0.0     49.1     18.6     74.2     51.4     25.8     48.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15       14        1       20       10       36       24
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       48,172
COMMITMENTS
  14,940    6,898      420   21,624   23,624   36,984   30,942   11,188   17,230

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      4,238)
   3,085      668      171     -313    2,537    2,943    3,376    1,295      862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     14.3      0.9     44.9     49.0     76.8     64.2     23.2     35.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      16        7        2       16       20       33       28
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       27,363
COMMITMENTS
   4,834      737      340   18,428   24,299   23,602   25,376    3,761    1,987

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -306)
     172     -200      -25     -677     -197     -530     -422      224      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      2.7      1.2     67.3     88.8     86.3     92.7     13.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        1       19       24       24       28
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       38,064
COMMITMENTS
  13,257    2,195        6   17,322   34,482   30,585   36,683    7,479    1,381

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:        174)
    -732      275        0      385      -86     -347      189      521      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8      5.8      0.0     45.5     90.6     80.4     96.4     19.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      15        4        1       19       19       35       23
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       14,817
COMMITMENTS
   4,149    3,469       14    9,093   11,071   13,256   14,554    1,561      263

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     23.4      0.1     61.4     74.7     89.5     98.2     10.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        3        1        5        2       18        5
```

----

Updated January 7, 2011