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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,441
COMMITMENTS
     315      149       24    3,438    3,731    3,777    3,904      664      537

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        590)
     270       18        3      265      568      538      589       52        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      3.4      0.5     77.4     84.0     85.0     87.9     15.0     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        3       14       12       20       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,086
COMMITMENTS
   6,184    7,703    1,153   21,040   18,622   28,377   27,478    4,709    5,608

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        396)
    -344     -341      -71    1,129      545      714      133     -318      263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     23.3      3.5     63.6     56.3     85.8     83.1     14.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      11       18       10       24       23       41       45
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      249,939
COMMITMENTS
  78,559   60,867   37,833  104,970  117,170  221,362  215,870   28,577   34,069

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      9,733)
   4,869    3,895    1,967    1,912    5,068    8,748   10,930      985   -1,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     24.4     15.1     42.0     46.9     88.6     86.4     11.4     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      99       72      100       49       73      200      218
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      335,617
COMMITMENTS
 115,519   68,485   46,330  144,236  158,923  306,085  273,738   29,532   61,879

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      1,736)
   4,371       13     -843   -2,355    1,355    1,173      525      563    1,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4     20.4     13.8     43.0     47.4     91.2     81.6      8.8     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
     126       92      116       93      160      285      318
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,643
COMMITMENTS
   3,959    4,796    1,209    2,617    1,902    7,785    7,907    1,858    1,736

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        532)
     167      315      256      -73     -206      350      365      182      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.1     49.7     12.5     27.1     19.7     80.7     82.0     19.3     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      29       26       16       15       17       53       57
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       43,304
COMMITMENTS
  20,531    7,100    6,745    8,744    9,696   36,020   23,541    7,284   19,763

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      3,309)
   2,123      556    1,195      -89      489    3,229    2,240       80    1,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.4     16.4     15.6     20.2     22.4     83.2     54.4     16.8     45.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      69       34       41       34       54      124      117
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      121,114
COMMITMENTS
   9,025      416    3,193  108,635  117,295  120,853  120,904      261      210

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     -5,207)
   1,067        4        0   -6,255   -5,113   -5,188   -5,109      -19      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      0.3      2.6     89.7     96.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        1       15       15       18       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      117,164
COMMITMENTS
  29,772   48,681    1,451   54,912   48,032   86,135   98,164   31,029   19,000

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     -5,937)
   4,654   -5,167      383  -15,337      902  -10,300   -3,882    4,363   -2,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     41.5      1.2     46.9     41.0     73.5     83.8     26.5     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      28       13        3       22       22       51       37
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       39,314
COMMITMENTS
   5,172   17,686      162   24,745    5,275   30,079   23,123    9,235   16,191

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     -2,263)
     523      215      136   -4,879      483   -4,220      834    1,957   -3,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     45.0      0.4     62.9     13.4     76.5     58.8     23.5     41.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9       16        2       12       12       21       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      142,514
COMMITMENTS
  36,512   29,094        0  102,053  108,512  138,565  137,606    3,949    4,908

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     12,121)
  12,293  -12,453      -32   -1,126   24,501   11,135   12,016      986      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     20.4      0.0     71.6     76.1     97.2     96.6      2.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      30       30        0       17       24       47       54
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      190,040
COMMITMENTS
  16,103   47,464      491  158,781  110,718  175,375  158,673   14,665   31,367

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:    -21,378)
  -7,270  -17,543     -111  -15,764    1,818  -23,145  -15,836    1,767   -5,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     25.0      0.3     83.6     58.3     92.3     83.5      7.7     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      13       37        3       24       27       39       65
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      152,061
COMMITMENTS
  66,194   21,827       44   64,774  100,438  131,012  122,309   21,049   29,752

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:    -16,009)
 -12,161    2,334       12      530  -23,691  -11,619  -21,345   -4,390    5,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     14.4      0.0     42.6     66.1     86.2     80.4     13.8     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      22       29        5       17       30       43       60
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      315,350
COMMITMENTS
  31,299  202,646    1,947  248,435   50,819  281,681  255,412   33,669   59,938

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     14,388)
   2,903   14,220      586   10,181     -250   13,670   14,556      718     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     64.3      0.6     78.8     16.1     89.3     81.0     10.7     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      28       78       12       49       46       87      126
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       25,569
COMMITMENTS
  20,232    7,300      366    1,715   16,265   22,313   23,931    3,256    1,638

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      4,614)
   4,037      560        0      237    4,057    4,274    4,617      340       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.1     28.6      1.4      6.7     63.6     87.3     93.6     12.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      18       12        2        3        9       22       22
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,864,081
COMMITMENTS
 727,644  680,139  1418988  4823386  4822924  6970018  6922051  894,063  942,030

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     30,278)
  68,947    5,714  -16,811  -63,412   70,875  -11,276   59,778   41,554  -29,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      8.6     18.0     61.3     61.3     88.6     88.0     11.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      53       42       73      128      131      223      214
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      794,994
COMMITMENTS
  64,829  105,525   28,454  573,869  558,915  667,152  692,894  127,842  102,100

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     28,395)
   5,024       74    7,908   10,170   15,060   23,102   23,042    5,294    5,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     13.3      3.6     72.2     70.3     83.9     87.2     16.1     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      520)
      92       99       45      223      224      335      349
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      258,281
COMMITMENTS
  17,908   19,252    1,236  170,812  185,306  189,956  205,794   68,325   52,487

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     16,513)
   4,881    1,943      -33   11,663   11,558   16,511   13,468        2    3,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      7.5      0.5     66.1     71.7     73.5     79.7     26.5     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
       9       11        5       53       54       65       67
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,683,566
COMMITMENTS
 314,258  511,020   56,435  2015286  1868045  2385979  2435500  297,587  248,066

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     59,412)
  32,442   22,383    7,977   -7,466   17,510   32,953   47,870   26,459   11,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     19.0      2.1     75.1     69.6     88.9     90.8     11.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      498)
      91       97       39      200      205      306      327
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      109,140
COMMITMENTS
   9,371    5,603      321   88,272   98,750   97,964  104,674   11,176    4,466

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      3,519)
   1,437    1,056        3      491    2,391    1,931    3,450    1,588       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      5.1      0.3     80.9     90.5     89.8     95.9     10.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      12        7        1       50       36       62       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       91,118
COMMITMENTS
  22,708    3,893    3,970   52,762   76,561   79,441   84,424   11,677    6,693

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     13,989)
   7,335       30    1,808    3,469   11,526   12,611   13,364    1,378      625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      4.3      4.4     57.9     84.0     87.2     92.7     12.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      68       34       10       76       83      150      121
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       16,016
COMMITMENTS
   3,760      856        0    9,573   11,096   13,333   11,952    2,683    4,064

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      4,539)
   1,845      491        0    2,452    3,294    4,297    3,785      242      754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5      5.3      0.0     59.8     69.3     83.2     74.6     16.8     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       11       11       13       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      375,509
COMMITMENTS
 113,541   33,983    1,052  215,946  327,327  330,539  362,362   44,970   13,147

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     47,249)
  36,763    7,009     -277    5,085   41,161   41,571   47,893    5,678     -644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      9.0      0.3     57.5     87.2     88.0     96.5     12.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      68       34        8       68       81      140      119
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      139,724
COMMITMENTS
  90,943   21,457    2,696   17,892   98,364  111,531  122,517   28,193   17,207

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      4,403)
   7,597   -7,583       68   -5,133   11,243    2,532    3,728    1,871      675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.1     15.4      1.9     12.8     70.4     79.8     87.7     20.2     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      34       19        3       12       29       49       48
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       22,907
COMMITMENTS
   3,508    6,364        0   13,858    5,935   17,366   12,299    5,541   10,608

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:       -465)
  -1,130   -1,035       -3      803      766     -330     -272     -135     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     27.8      0.0     60.5     25.9     75.8     53.7     24.2     46.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        9        0       17        6       23       15
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       43,607
COMMITMENTS
   9,870    1,771    3,213   23,412   12,371   36,495   17,355    7,112   26,252

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      4,898)
   3,096      -57      943     -976      290    3,063    1,176    1,835    3,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6      4.1      7.4     53.7     28.4     83.7     39.8     16.3     60.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      14        5        4       20       18       34       27
```

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Updated January 27, 2012