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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     2,495:         0        128          2      1,834      1,550      1,836      1,680:       659        815
Old  :     2,495:         0        128          2      1,834      1,550      1,836      1,680:       659        815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.1        0.1       73.5       62.1       73.6       67.3:      26.4       32.7
Old  :     100.0:       0.0        5.1        0.1       73.5       62.1       73.6       67.3:      26.4       32.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          1          1         12         11         13         12:
Old  :        20:         0          1          1         12         11         13         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.2       44.9       65.4       60.1       43.2       42.2       64.0       56.8
Old  :                 43.2       44.9       65.4       60.1       43.2       42.2       64.0       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    45,717:     4,345      3,569      7,986     27,451     24,423     39,782     35,979:     5,935      9,739
Old  :    45,717:     4,345      3,569      7,986     27,451     24,423     39,782     35,979:     5,935      9,739
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :     3,462:       630        298        578      1,953      2,178      3,161      3,054:       301        408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        7.8       17.5       60.0       53.4       87.0       78.7:      13.0       21.3
Old  :     100.0:       9.5        7.8       17.5       60.0       53.4       87.0       78.7:      13.0       21.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        20          8         17         38         36         63         56:
Old  :        74:        20          8         17         38         36         63         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       31.8       43.8       45.0       32.1       29.2       40.8       40.2
Old  :                 32.3       31.8       43.8       45.0       32.1       29.2       40.8       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   234,296:    57,586     17,983     57,889     94,114    120,030    209,589    195,901:    24,707     38,394
Old  :   228,531:    55,883     18,236     56,746     92,783    116,157    205,413    191,139:    23,118     37,391
Other:     5,765:     2,162        206        683      1,331      3,873      4,176      4,762:     1,589      1,003
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :     6,969:     5,577       -216     -1,344        850      7,132      5,083      5,572:     1,886      1,397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        7.7       24.7       40.2       51.2       89.5       83.6:      10.5       16.4
Old  :     100.0:      24.5        8.0       24.8       40.6       50.8       89.9       83.6:      10.1       16.4
Other:     100.0:      37.5        3.6       11.9       23.1       67.2       72.4       82.6:      27.6       17.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:        81         72        104         60         72        210        196:
Old  :       251:        79         74        104         59         71        208        195:
Other:        69:        21          9         14         17         28         44         47:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       24.1       30.0       33.0       18.8       23.7       29.6       30.4
Old  :                 19.5       24.1       30.5       33.2       19.3       23.6       30.1       30.4
Other:                 23.6       32.1       36.6       49.9       21.2       31.9       31.9       46.4
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   422,705:   137,719     27,339    114,302    137,226    200,975    389,248    342,616:    33,457     80,088
Old  :   422,705:   137,719     27,339    114,302    137,226    200,975    389,248    342,616:    33,457     80,088
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    14,378:     5,706      1,637        213      3,668      7,299      9,588      9,149:     4,790      5,229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6        6.5       27.0       32.5       47.5       92.1       81.1:       7.9       18.9
Old  :     100.0:      32.6        6.5       27.0       32.5       47.5       92.1       81.1:       7.9       18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       445:       166         68        127         98        190        330        330:
Old  :       445:       166         68        127         98        190        330        330:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.1       15.9       25.9       22.5       14.9       13.2       23.7       18.0
Old  :                 16.1       15.9       25.9       22.5       14.9       13.2       23.7       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :    11,405:     5,361      1,265      1,585      2,635      7,079      9,582      9,929:     1,823      1,475
Old  :    11,405:     5,361      1,265      1,585      2,635      7,079      9,582      9,929:     1,823      1,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :      -523:      -217       -625         57        -93         23       -253       -544:      -270         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0       11.1       13.9       23.1       62.1       84.0       87.1:      16.0       12.9
Old  :     100.0:      47.0       11.1       13.9       23.1       62.1       84.0       87.1:      16.0       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        40         10         10         27         36         72         53:
Old  :        94:        40         10         10         27         36         72         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       28.1       46.7       45.2       28.1       27.9       43.1       41.0
Old  :                 29.6       28.1       46.7       45.2       28.1       27.9       43.1       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    56,380:    21,541      3,870     14,575     12,329     12,893     48,445     31,338:     7,936     25,042
Old  :    56,380:    21,541      3,870     14,575     12,329     12,893     48,445     31,338:     7,936     25,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :     1,964:     1,063       -243        778         60      1,113      1,901      1,647:        63        316
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2        6.9       25.9       21.9       22.9       85.9       55.6:      14.1       44.4
Old  :     100.0:      38.2        6.9       25.9       21.9       22.9       85.9       55.6:      14.1       44.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        66         31         47         55         74        149        131:
Old  :       191:        66         31         47         55         74        149        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       12.9       27.0       20.5       14.9        8.5       24.2       11.7
Old  :                 15.4       12.9       27.0       20.5       14.9        8.5       24.2       11.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    58,964:    10,635          0      2,648     45,181     56,164     58,464     58,812:       500        152
Old  :    58,964:    10,635          0      2,648     45,181     56,164     58,464     58,812:       500        152
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :       128:       248          0          2          0        176        249        177:      -121        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        0.0        4.5       76.6       95.3       99.2       99.7:       0.8        0.3
Old  :     100.0:      18.0        0.0        4.5       76.6       95.3       99.2       99.7:       0.8        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          0          2         11         13         17         15:
Old  :        20:         6          0          2         11         13         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.1       62.9       92.2       86.9       67.2       58.1       73.8       72.8
Old  :                 78.1       62.9       92.2       86.9       67.2       58.1       73.8       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   136,381:    70,292     23,433      2,298     15,508     91,399     88,098    117,130:    48,283     19,251
Old  :   136,381:    70,292     23,433      2,298     15,508     91,399     88,098    117,130:    48,283     19,251
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :     7,202:     5,051     -3,790       -864       -441     10,167      3,747      5,513:     3,456      1,690
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.5       17.2        1.7       11.4       67.0       64.6       85.9:      35.4       14.1
Old  :     100.0:      51.5       17.2        1.7       11.4       67.0       64.6       85.9:      35.4       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        44          9          8         16         29         65         41:
Old  :        85:        44          9          8         16         29         65         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       43.0       30.8       57.6       18.8       43.0       30.8       57.5
Old  :                 18.8       43.0       30.8       57.6       18.8       43.0       30.8       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    44,817:    20,659      9,437        571      2,897     24,773     24,128     34,781:    20,689     10,036
Old  :    44,817:    20,659      9,437        571      2,897     24,773     24,128     34,781:    20,689     10,036
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    -5,917:    -3,909     -1,469       -836       -457     -4,629     -5,202     -6,933:      -715      1,016
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.1       21.1        1.3        6.5       55.3       53.8       77.6:      46.2       22.4
Old  :     100.0:      46.1       21.1        1.3        6.5       55.3       53.8       77.6:      46.2       22.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        15          6          3          9         19         25         27:
Old  :        42:        15          6          3          9         19         25         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       42.3       39.6       54.7       27.5       42.1       39.3       54.2
Old  :                 27.5       42.3       39.6       54.7       27.5       42.1       39.3       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   127,917:   101,710     18,138         89     17,795    108,332    119,594    126,559:     8,323      1,358
Old  :   127,917:   101,710     18,138         89     17,795    108,332    119,594    126,559:     8,323      1,358
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :     9,131:    10,338      1,076         89     -1,786      8,142      8,641      9,307:       490       -176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.5       14.2        0.1       13.9       84.7       93.5       98.9:       6.5        1.1
Old  :     100.0:      79.5       14.2        0.1       13.9       84.7       93.5       98.9:       6.5        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        77         11          1         13         27         90         39:
Old  :       123:        77         11          1         13         27         90         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       63.8       57.8       83.4       41.4       63.8       57.8       83.3
Old  :                 41.4       63.8       57.8       83.4       41.4       63.8       57.8       83.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :    94,138:    21,147     27,312      3,438     49,504     36,786     74,089     67,536:    20,049     26,602
Old  :    94,138:    21,147     27,312      3,438     49,504     36,786     74,089     67,536:    20,049     26,602
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :       699:     3,495     -2,987     -1,872     -2,666      4,972     -1,043        113:     1,743        586
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       29.0        3.7       52.6       39.1       78.7       71.7:      21.3       28.3
Old  :     100.0:      22.5       29.0        3.7       52.6       39.1       78.7       71.7:      21.3       28.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        13         28         13         26         30         48         62:
Old  :        78:        13         28         13         26         30         48         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       17.4       54.6       29.0       35.0       16.7       52.7       27.2
Old  :                 35.0       17.4       54.6       29.0       35.0       16.7       52.7       27.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   117,560:    44,384     19,992      4,387     43,685     60,659     92,457     85,039:    25,104     32,521
Old  :   117,560:    44,384     19,992      4,387     43,685     60,659     92,457     85,039:    25,104     32,521
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :   -23,925:   -21,673     -7,253     -1,956      3,018    -17,585    -20,612    -26,794:    -3,314      2,869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8       17.0        3.7       37.2       51.6       78.6       72.3:      21.4       27.7
Old  :     100.0:      37.8       17.0        3.7       37.2       51.6       78.6       72.3:      21.4       27.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        25         36         16         30         25         66         66:
Old  :       100:        25         36         16         30         25         66         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       35.2       41.8       42.9       28.4       34.3       41.5       42.0
Old  :                 28.4       35.2       41.8       42.9       28.4       34.3       41.5       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   245,906:    42,202     85,024     32,439    117,932     68,062    192,573    185,525:    53,333     60,381
Old  :   245,906:    42,202     85,024     32,439    117,932     68,062    192,573    185,525:    53,333     60,381
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    32,488:     7,343     27,095     -5,738     28,696      4,501     30,301     25,858:     2,188      6,631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       34.6       13.2       48.0       27.7       78.3       75.4:      21.7       24.6
Old  :     100.0:      17.2       34.6       13.2       48.0       27.7       78.3       75.4:      21.7       24.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        45         75         58         44         48        124        146:
Old  :       187:        45         75         58         44         48        124        146:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       13.4       35.5       20.4       27.0       13.4       34.8       20.2
Old  :                 27.4       13.4       35.5       20.4       27.0       13.4       34.8       20.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    27,358:    20,943     11,323          0      2,746     15,156     23,689     26,479:     3,669        879
Old  :    27,358:    20,943     11,323          0      2,746     15,156     23,689     26,479:     3,669        879
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :       915:      -219        892          0        536        154        317      1,046:       598       -131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.6       41.4        0.0       10.0       55.4       86.6       96.8:      13.4        3.2
Old  :     100.0:      76.6       41.4        0.0       10.0       55.4       86.6       96.8:      13.4        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16         14          0          5          8         21         22:
Old  :        43:        16         14          0          5          8         21         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.9       67.3       75.6       85.1       62.9       67.3       75.6       85.1
Old  :                 62.9       67.3       75.6       85.1       62.9       67.3       75.6       85.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :12,273,065:   644,098    291,796  4,291,858  6,497,420  6,797,565 11,433,377 11,381,219:   839,688    891,846
Old  :12,273,065:   644,098    291,796  4,291,858  6,497,420  6,797,565 11,433,377 11,381,219:   839,688    891,846
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :   440,435:   -11,035     85,527    201,949    257,177    153,044    448,092    440,520:    -7,656        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        2.4       35.0       52.9       55.4       93.2       92.7:       6.8        7.3
Old  :     100.0:       5.2        2.4       35.0       52.9       55.4       93.2       92.7:       6.8        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:        75         45        105        131        140        252        253:
Old  :       273:        75         45        105        131        140        252        253:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       21.9       40.5       34.9       20.2       13.1       23.9       20.0
Old  :                 27.6       21.9       40.5       34.9       20.2       13.1       23.9       20.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   926,081:    83,473     77,930     62,252    650,292    694,283    796,016    834,465:   130,064     91,616
Old  :   926,081:    83,473     77,930     62,252    650,292    694,283    796,016    834,465:   130,064     91,616
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    32,386:     9,273       -230      7,042     16,438     29,720     32,753     36,532:      -366     -4,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        8.4        6.7       70.2       75.0       86.0       90.1:      14.0        9.9
Old  :     100.0:       9.0        8.4        6.7       70.2       75.0       86.0       90.1:      14.0        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       562:       117        122        102        236        225        414        388:
Old  :       562:       117        122        102        236        225        414        388:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       17.8       22.9       26.1       14.0       15.8       19.8       23.4
Old  :                 15.8       17.8       22.9       26.1       14.0       15.8       19.8       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   370,854:    22,731     22,054     33,633    231,849    271,225    288,213    326,912:    82,641     43,942
Old  :   370,854:    22,731     22,054     33,633    231,849    271,225    288,213    326,912:    82,641     43,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    18,904:       142      1,807      3,307     17,873     15,296     21,322     20,410:    -2,418     -1,506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        5.9        9.1       62.5       73.1       77.7       88.2:      22.3       11.8
Old  :     100.0:       6.1        5.9        9.1       62.5       73.1       77.7       88.2:      22.3       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        20         28         29         68         66        108        103:
Old  :       139:        20         28         29         68         66        108        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       21.6       28.1       34.2       18.0       21.0       26.8       33.6
Old  :                 19.2       21.6       28.1       34.2       18.0       21.0       26.8       33.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,776,134:   333,162    308,835    113,642  2,092,214  2,115,286  2,539,018  2,537,764:   237,116    238,371
Old  : 2,776,134:   333,162    308,835    113,642  2,092,214  2,115,286  2,539,018  2,537,764:   237,116    238,371
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    67,411:    51,329     -4,511     13,002     -7,178     72,119     57,152     80,609:    10,259    -13,198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       11.1        4.1       75.4       76.2       91.5       91.4:       8.5        8.6
Old  :     100.0:      12.0       11.1        4.1       75.4       76.2       91.5       91.4:       8.5        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       508:       107        106         87        212        204        368        348:
Old  :       508:       107        106         87        212        204        368        348:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       18.9       27.5       26.8       17.1       16.2       24.4       23.2
Old  :                 18.3       18.9       27.5       26.8       17.1       16.2       24.4       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    97,549:    15,092      7,768        722     71,335     86,442     87,149     94,932:    10,400      2,617
Old  :    97,549:    15,092      7,768        722     71,335     86,442     87,149     94,932:    10,400      2,617
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :      -353:     1,182        822        212     -1,052     -1,316        342       -282:      -695        -71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        8.0        0.7       73.1       88.6       89.3       97.3:      10.7        2.7
Old  :     100.0:      15.5        8.0        0.7       73.1       88.6       89.3       97.3:      10.7        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        14          6          1         46         42         60         49:
Old  :        93:        14          6          1         46         42         60         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       38.4       56.7       62.0       39.0       38.4       52.6       62.0
Old  :                 41.2       38.4       56.7       62.0       39.0       38.4       52.6       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    85,294:    24,109      7,720      4,103     48,094     68,612     76,306     80,435:     8,988      4,859
Old  :    85,294:    24,109      7,720      4,103     48,094     68,612     76,306     80,435:     8,988      4,859
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :      -851:    -1,863      1,564        294      1,640     -3,871         71     -2,013:      -923      1,162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        9.1        4.8       56.4       80.4       89.5       94.3:      10.5        5.7
Old  :     100.0:      28.3        9.1        4.8       56.4       80.4       89.5       94.3:      10.5        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        79         33         14         88         80        173        121:
Old  :       249:        79         33         14         88         80        173        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       35.0       31.3       50.8       18.2       33.8       28.2       48.7
Old  :                 19.5       35.0       31.3       50.8       18.2       33.8       28.2       48.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    13,168:     3,551          0          0      6,050     11,794      9,601     11,794:     3,567      1,374
Old  :    13,168:     3,551          0          0      6,050     11,794      9,601     11,794:     3,567      1,374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :       -43:      -774          0          0        514       -226       -260       -226:       217        183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        0.0        0.0       45.9       89.6       72.9       89.6:      27.1       10.4
Old  :     100.0:      27.0        0.0        0.0       45.9       89.6       72.9       89.6:      27.1       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          0          0          8          9         11          9:
Old  :        20:         3          0          0          8          9         11          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       66.0       67.7       87.7       54.5       66.0       67.7       87.7
Old  :                 54.5       66.0       67.7       87.7       54.5       66.0       67.7       87.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   360,629:   118,199     54,012      5,103    210,222    284,091    333,524    343,205:    27,105     17,424
Old  :   360,629:   118,199     54,012      5,103    210,222    284,091    333,524    343,205:    27,105     17,424
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    -4,043:    -6,305      6,957      2,331      5,631    -18,224      1,657     -8,936:    -5,700      4,892
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       15.0        1.4       58.3       78.8       92.5       95.2:       7.5        4.8
Old  :     100.0:      32.8       15.0        1.4       58.3       78.8       92.5       95.2:       7.5        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       247:        76         35         13         85         78        168        119:
Old  :       247:        76         35         13         85         78        168        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       33.1       31.0       51.0       17.8       31.8       29.2       49.5
Old  :                 19.1       33.1       31.0       51.0       17.8       31.8       29.2       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   120,611:    64,660     12,393      2,293     19,132     92,561     86,085    107,247:    34,526     13,365
Old  :   120,611:    64,660     12,393      2,293     19,132     92,561     86,085    107,247:    34,526     13,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    -8,626:    -8,867      1,231     -2,633      2,529     -7,026     -8,972     -8,428:       345       -198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.6       10.3        1.9       15.9       76.7       71.4       88.9:      28.6       11.1
Old  :     100.0:      53.6       10.3        1.9       15.9       76.7       71.4       88.9:      28.6       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        36         14          8         15         19         54         38:
Old  :        76:        36         14          8         15         19         54         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       48.9       41.9       69.9       32.0       48.4       41.9       68.9
Old  :                 32.0       48.9       41.9       69.9       32.0       48.4       41.9       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    39,603:     8,446     12,996          0     20,383      8,136     28,829     21,132:    10,774     18,471
Old  :    39,603:     8,446     12,996          0     20,383      8,136     28,829     21,132:    10,774     18,471
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :       -92:    -1,542        -51         -2        908        772       -636        719:       544       -811
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       32.8        0.0       51.5       20.5       72.8       53.4:      27.2       46.6
Old  :     100.0:      21.3       32.8        0.0       51.5       20.5       72.8       53.4:      27.2       46.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        15         13          0         21         12         36         25:
Old  :        57:        15         13          0         21         12         36         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       28.4       38.9       37.8       25.1       28.4       38.9       37.8
Old  :                 25.1       28.4       38.9       37.8       25.1       28.4       38.9       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    50,051:    18,038      7,175        241     19,089     25,858     37,368     33,274:    12,683     16,777
Old  :    50,051:    18,038      7,175        241     19,089     25,858     37,368     33,274:    12,683     16,777
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :     1,879:     3,098        277       -179     -2,535      2,234        384      2,332:     1,495       -453
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       14.3        0.5       38.1       51.7       74.7       66.5:      25.3       33.5
Old  :     100.0:      36.0       14.3        0.5       38.1       51.7       74.7       66.5:      25.3       33.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        20          6          2         16         20         37         27:
Old  :        57:        20          6          2         16         20         37         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       36.2       44.4       48.9       29.0       36.2       41.6       47.4
Old  :                 31.8       36.2       44.4       48.9       29.0       36.2       41.6       47.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                                                          Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :    27,131:     4,389        732        340     18,714     24,085     23,443     25,157:     3,688      1,974
Old  :    27,131:     4,389        732        340     18,714     24,085     23,443     25,157:     3,688      1,974
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :      -232:      -445         -5          0        286       -214       -159       -219:       -73        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        2.7        1.3       69.0       88.8       86.4       92.7:      13.6        7.3
Old  :     100.0:      16.2        2.7        1.3       69.0       88.8       86.4       92.7:      13.6        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         5          3          1         18         23         23         27:
Old  :        41:         5          3          1         18         23         23         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       45.5       60.8       66.3       34.6       43.7       51.1       59.5
Old  :                 42.6       45.5       60.8       66.3       34.6       43.7       51.1       59.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE                                              Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI INDEX X $50)                                                         :
     :          :                                                                            :
All  :    37,979:    10,654      2,219          6     19,797     34,289     30,457     36,514:     7,522      1,465
Old  :    37,979:    10,654      2,219          6     19,797     34,289     30,457     36,514:     7,522      1,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :       -85:    -2,603         24          0      2,475       -193       -128       -169:        43         84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        5.8        0.0       52.1       90.3       80.2       96.1:      19.8        3.9
Old  :     100.0:      28.1        5.8        0.0       52.1       90.3       80.2       96.1:      19.8        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        16          3          1         20         18         37         21:
Old  :        50:        16          3          1         20         18         37         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       55.5       52.8       73.9       35.2       55.0       51.0       73.4
Old  :                 37.0       55.5       52.8       73.9       35.2       55.0       51.0       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 14, 2011