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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   129,178
Positions
     1,525     68,628      2,790     10,126      6,417        107     56,482      9,488      4,277      8,535     19,402        508     44,827     17,561
 
Changes from:       December 28, 2010                                Total Change is:     8,186
      -254      5,913        -15        -83       -721          0      6,704     -2,045        836       -185      3,440          8      1,175        770
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       53.1        2.2        7.8        5.0        0.1       43.7        7.3        3.3        6.6       15.0        0.4       34.7       13.6
 
Number of Traders in Each Category                                    Total Traders:        89
         .         18          7          4          .          .         36         10         12         12          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    50,734
Positions
     3,309     25,490      1,144      1,458      1,432        304     21,843      7,072      1,271          0      5,000          0     21,404      9,020
 
Changes from:       December 28, 2010                                Total Change is:     1,363
        90        687         61        -35         55        -69        438     -2,097         17       -400      3,000          0      1,261       -291
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       50.2        2.3        2.9        2.8        0.6       43.1       13.9        2.5        0.0        9.9        0.0       42.2       17.8
 
Number of Traders in Each Category                                    Total Traders:        48
         .         14          .          .          .          .         18          8          5          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is    93,438
Positions
    33,625      1,762      5,120      6,770     23,262      1,143     21,156     25,424      6,121      1,195      4,589          2     18,306     26,015
 
Changes from:       December 28, 2010                                Total Change is:       104
     2,506     -1,689       -347       -178      1,127         62     -2,919       -515      1,458       -176       -531        -29       -272        569
 
Percent of Open Interest Represented by Each Category of Trader
      36.0        1.9        5.5        7.2       24.9        1.2       22.6       27.2        6.6        1.3        4.9        0.0       19.6       27.8
 
Number of Traders in Each Category                                    Total Traders:        74
        11          .         10          .         14          5         18         20         18          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   141,486
Positions
     7,140     64,895      5,379     33,598      4,439      1,153     58,708     15,048      6,177        900     14,729         13     28,418     29,653
 
Changes from:       December 28, 2010                                Total Change is:    18,778
       243     15,988        297      1,771     -1,173       -310     15,642       -238       -177       -486      7,922         -7      1,806     -3,523
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       45.9        3.8       23.7        3.1        0.8       41.5       10.6        4.4        0.6       10.4        0.0       20.1       21.0
 
Number of Traders in Each Category                                    Total Traders:       115
         7         17          9         12          6          4         34         25         23          .         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   213,418
Positions
    52,739     17,229     16,475     22,275     22,530      3,266     18,821     54,794     25,417     14,708     11,386      8,572     51,146     53,750
 
Changes from:       December 28, 2010                                Total Change is:    -1,680
    -4,219       -233      1,030        -25        -48        171      3,193     -5,179       -146         -5      3,254        261     -1,940       -789
 
Percent of Open Interest Represented by Each Category of Trader
      24.7        8.1        7.7       10.4       10.6        1.5        8.8       25.7       11.9        6.9        5.3        4.0       24.0       25.2
 
Number of Traders in Each Category                                    Total Traders:       184
        20         11         16         15         19         12         32         53         43         14         20         19
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   129,238
Positions
     4,784     91,299      3,431     11,340      3,231        207     69,005      7,819      4,491      1,358      4,756        440     34,181     13,563
 
Changes from:       December 28, 2010                                Total Change is:    -2,487
       -44        462         95      1,168       -279          0     -3,775     -1,886        479        506        -29        -46       -870     -1,282
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       70.6        2.7        8.8        2.5        0.2       53.4        6.1        3.5        1.1        3.7        0.3       26.4       10.5
 
Number of Traders in Each Category                                    Total Traders:        77
         6         11          7          5          5          .         35          7         12          4          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    58,836
Positions
    11,479     33,089     14,110          0          0          0     30,528     10,593        843      1,255          0          0        621        201
 
Changes from:       December 28, 2010                                Total Change is:       106
        -6        368       -149          0          0          0        317         45          0          0          0          0        -56       -158
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       56.2       24.0        0.0        0.0        0.0       51.9       18.0        1.4        2.1        0.0        0.0        1.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        20
         6          8         10          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   118,786
Positions
     2,566     88,941        239     17,381          0        140     86,242     13,480         90      4,295     14,362          0      7,833      1,534
 
Changes from:       December 28, 2010                                Total Change is:    -6,446
    -1,242     -9,504         72       -937          0         -5     -6,093     -2,524          0        975      5,180          0        784        335
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       74.9        0.2       14.6        0.0        0.1       72.6       11.3        0.1        3.6       12.1        0.0        6.6        1.3
 
Number of Traders in Each Category                                    Total Traders:       108
         6         13          .          9          0          .         53         12          .          9          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    26,443
Positions
     3,138     13,965          7        495          0         14     18,980      7,297          0        738      4,150          0      3,071      1,010
 
Changes from:       December 28, 2010                                Total Change is:     1,353
      -621      1,441          6       -218          0        -20      1,899        295          0       -235       -178          0        542       -191
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       52.8        0.0        1.9        0.0        0.1       71.8       27.6        0.0        2.8       15.7        0.0       11.6        3.8
 
Number of Traders in Each Category                                    Total Traders:        42
         4          8          .          .          0          .         15          9          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    41,494
Positions
    14,227     22,053        538      3,478      3,233        473     14,504      8,937      1,157        263        575        410      6,444      4,119
 
Changes from:       December 28, 2010                                Total Change is:     3,557
      -135      2,187        -78        182       -147         68      2,989      1,385        188        151       -105          8        186         53
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       53.1        1.3        8.4        7.8        1.1       35.0       21.5        2.8        0.6        1.4        1.0       15.5        9.9
 
Number of Traders in Each Category                                    Total Traders:        90
        14         17          5          5          5          .         30         14          4          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    82,987
Positions
    28,455     44,105      1,076      6,956      6,465        945     29,008     17,873      2,314        525      1,150        819     12,888      8,238
 
Changes from:       December 28, 2010                                Total Change is:     7,115
      -269      4,374       -156        363       -293        135      5,977      2,769        375        302       -211         15        372        105
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       53.1        1.3        8.4        7.8        1.1       35.0       21.5        2.8        0.6        1.4        1.0       15.5        9.9
 
Number of Traders in Each Category                                    Total Traders:        90
        14         17          5          5          5          .         30         14          4          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   893,694
Positions
    41,700    299,144     36,570    414,069    120,482     60,248     80,353    144,850     95,177     19,048     25,361     16,101    130,430     95,762
 
Changes from:       December 28, 2010                                Total Change is:    23,100
     5,004     -5,595      7,673     -6,262      5,174        238       -667        183     13,012        194      3,585        927      2,979     -2,098
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       33.5        4.1       46.3       13.5        6.7        9.0       16.2       10.6        2.1        2.8        1.8       14.6       10.7
 
Number of Traders in Each Category                                    Total Traders:       540
        34         49         30        119         55         65         87        142        102         29         25         19
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   351,950
Positions
    12,566    153,080      7,112    147,947     34,641      9,113     24,363     36,288     47,378      7,184      7,662     11,228     85,059     45,448
 
Changes from:       December 28, 2010                                Total Change is:    12,093
     2,334       -836      1,247        696         77        219     -1,342      3,357      6,437       -179       -106        361      2,321      1,338
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       43.5        2.0       42.0        9.8        2.6        6.9       10.3       13.5        2.0        2.2        3.2       24.2       12.9
 
Number of Traders in Each Category                                    Total Traders:       136
         6         22          7         32         13         12         19         31         42          5          8          7
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,708,723
Positions
   188,289    772,941    104,668  1,341,423    440,016    244,861    317,407    580,271    201,536     59,956     89,134     23,726    226,857    251,569
 
Changes from:       December 28, 2010                                Total Change is:    55,031
    22,763    -14,385     22,718    -35,234     25,042        538      8,924    -10,318     27,329      1,923     18,511      2,778      3,291    -17,182
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       28.5        3.9       49.5       16.2        9.0       11.7       21.4        7.4        2.2        3.3        0.9        8.4        9.3
 
Number of Traders in Each Category                                    Total Traders:       485
        34         45         28         99         50         58         81        132         86         24         20         15
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    97,902
Positions
    19,225     31,539        991     48,460     32,784      5,060     10,716     24,329        511      1,843          0          0     11,095      2,687
 
Changes from:       December 28, 2010                                Total Change is:      -868
        49       -270        140       -893       -200        -35       -743       -356        317        250          0          0         47       -464
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       32.2        1.0       49.5       33.5        5.2       10.9       24.9        0.5        1.9        0.0        0.0       11.3        2.7
 
Number of Traders in Each Category                                    Total Traders:        89
         6         10          .         29         13         11         13         14          .          4          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    86,146
Positions
     7,598     54,185      3,602     26,528      7,516      2,102     27,660      8,152      6,046      2,530        677        169      9,911      3,697
 
Changes from:       December 28, 2010                                Total Change is:    11,081
      -306      6,306        679      3,025       -237         54      2,292        175      3,967        123         -2       -269      1,517        409
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       62.9        4.2       30.8        8.7        2.4       32.1        9.5        7.0        2.9        0.8        0.2       11.5        4.3
 
Number of Traders in Each Category                                    Total Traders:       240
        21         33          7         42         14         10         70         37         16         16          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    13,211
Positions
     2,810     12,020          0      1,735          0          0      5,070          0          0        246          0          0      3,350      1,191
 
Changes from:       December 28, 2010                                Total Change is:     3,793
      -298      4,505          0          0       -200          0      3,727       -511          0        246       -246          0        118        245
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       91.0        0.0       13.1        0.0        0.0       38.4        0.0        0.0        1.9        0.0        0.0       25.4        9.0
 
Number of Traders in Each Category                                    Total Traders:        20
         5         10          0          .          0          0          .          0          0          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   364,673
Positions
    27,941    214,823     14,011    123,963     37,578     10,511    137,936     65,748      5,240     11,422      3,386        844     32,805     12,531
 
Changes from:       December 28, 2010                                Total Change is:    36,440
       558      9,605      2,794     15,124       -187        269     11,529     22,131      1,130     -1,846         -8       -113      6,995        818
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       58.9        3.8       34.0       10.3        2.9       37.8       18.0        1.4        3.1        0.9        0.2        9.0        3.4
 
Number of Traders in Each Category                                    Total Traders:       238
        20         32          6         42         14         10         69         38         14         16          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   318,405
Positions
    83,376     49,811     15,345    118,717    110,088     22,629     50,789     90,532      7,115      1,279      7,933          4     19,151     14,948
 
Changes from:       December 28, 2010                                Total Change is:     6,221
     5,960      3,761        214     -8,360     -1,712      3,358      3,674     -3,009      1,883       -484      1,029          4        -28        693
 
Percent of Open Interest Represented by Each Category of Trader
      26.2       15.6        4.8       37.3       34.6        7.1       16.0       28.4        2.2        0.4        2.5        0.0        6.0        4.7
 
Number of Traders in Each Category                                    Total Traders:       234
        15         20          .         55         38         20         37         57         15          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    39,695
Positions
    10,310      4,904        160     11,356        200          0      3,365     14,085          2      4,272      1,062          0     10,230     19,282
 
Changes from:       December 28, 2010                                Total Change is:     1,100
     1,747        530         10     -1,154          0          0        322        313          0          0        209          0        175         38
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       12.4        0.4       28.6        0.5        0.0        8.5       35.5        0.0       10.8        2.7        0.0       25.8       48.6
 
Number of Traders in Each Category                                    Total Traders:        57
        13          6          .          9          .          0          7         13          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    48,172
Positions
     9,512     12,785      1,989     12,642      6,575        655     10,251      4,326        420      1,515      4,192          0     11,188     17,230
 
Changes from:       December 28, 2010                                Total Change is:     4,238
      -222      1,837        132      1,588        130          0        674        884        171        600        222          0      1,295        862
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       26.5        4.1       26.2       13.6        1.4       21.3        9.0        0.9        3.1        8.7        0.0       23.2       35.8
 
Number of Traders in Each Category                                    Total Traders:        52
        13         12          5          7          .          .          9          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    27,363
Positions
         0      4,444        101     14,037     11,262      3,927      4,534      5,642          0      1,003          0          0      3,761      1,987
 
Changes from:       December 28, 2010                                Total Change is:      -306
      -219         90         10     -1,251       -490         21        909        -53          0          0          0          0        224        116
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       16.2        0.4       51.3       41.2       14.4       16.6       20.6        0.0        3.7        0.0        0.0       13.7        7.3
 
Number of Traders in Each Category                                    Total Traders:        43
         0          4          .         16         14          8          4          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    38,064
Positions
     4,050     15,994        226     15,820      6,155        826      6,422     13,482          0      3,241          0          0      7,479      1,381
 
Changes from:       December 28, 2010                                Total Change is:       174
      -447       -164        -10        818        726        162        806       -525          0     -1,676          0          0        521        -15
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       42.0        0.6       41.6       16.2        2.2       16.9       35.4        0.0        8.5        0.0        0.0       19.6        3.6
 
Number of Traders in Each Category                                    Total Traders:        51
         5          7          .         11          9          5          7          5          0          7          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   596,357
Positions
    19,018     79,512     18,850    296,692    157,815     50,893     36,114     77,108     31,916     20,402     26,053      3,753    118,718    150,456
 
Changes from:       December 28, 2010                                Total Change is:    16,536
       412      7,449        871     13,757      9,947        235     15,020     -7,964     -1,701       -720      3,947       -146    -11,192      3,897
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       13.3        3.2       49.8       26.5        8.5        6.1       12.9        5.4        3.4        4.4        0.6       19.9       25.2
 
Number of Traders in Each Category                                    Total Traders:       140
         6         16         12         43         24         38         14         28         26          5          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   308,729
Positions
         0    120,795      1,353    231,972      7,718     15,428          0    115,225        180          0      1,953          0     59,795     46,077
 
Changes from:       December 28, 2010                                Total Change is:       -76
         0     -3,997       -947      1,676      3,945        305          0     -2,488       -322          0          0          0       -789      3,427
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       39.1        0.4       75.1        2.5        5.0        0.0       37.3        0.1        0.0        0.6        0.0       19.4       14.9
 
Number of Traders in Each Category                                    Total Traders:        55
         0         10          .         29          .         13          0         12          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   670,689
Positions
    35,340     79,092      6,750    347,488    237,214     67,095     69,737     82,284     22,468     33,738     47,468      3,497     84,575    124,820
 
Changes from:       December 28, 2010                                Total Change is:     1,948
    -3,933     -7,189        963      1,949      1,658      7,451      8,568     21,544    -17,073      2,190       -497        462      1,371     -5,371
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       11.8        1.0       51.8       35.4       10.0       10.4       12.3        3.4        5.0        7.1        0.5       12.6       18.6
 
Number of Traders in Each Category                                    Total Traders:       175
        11         24         14         34         35         34         21         30         22          6         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,754,686
Positions
   111,762    175,588    196,625    537,718    387,052    210,750    126,535    206,337    197,457     56,786     14,293     44,725    272,329    321,860
 
Changes from:       December 28, 2010                                Total Change is:    17,513
    -4,180        -16     11,116     25,303     23,570      6,562      6,068    -13,038     -8,792    -11,643    -13,695        450     -7,371     11,356
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       10.0       11.2       30.6       22.1       12.0        7.2       11.8       11.3        3.2        0.8        2.5       15.5       18.3
 
Number of Traders in Each Category                                    Total Traders:       258
        29         30         48         38         54         56         41         47         63         13          6          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,091,741
Positions
    37,541     95,241     38,524    195,032    383,730    157,006    346,050     44,464     68,638     66,270     48,354      5,954    176,725    249,830
 
Changes from:       December 28, 2010                                Total Change is:   -17,842
    13,369       -881    -11,025    -26,586      1,467     14,217      9,543    -24,267     -5,454     -3,097     -3,413       -267     -8,543     11,780
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        8.7        3.5       17.9       35.1       14.4       31.7        4.1        6.3        6.1        4.4        0.5       16.2       22.9
 
Number of Traders in Each Category                                    Total Traders:       165
        14         16         15         24         35         33         34         24         28          9          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   750,602
Positions
    91,970    163,060    253,166      6,060      1,896      1,819     84,622     18,203    213,904     26,953     15,703     42,803     29,306     40,049
 
Changes from:       December 28, 2010                                Total Change is:  -232,162
   -17,943    -59,579    -13,133         16        252        310    -33,384      1,245   -112,775     -8,207       -274    -47,298        252       -909
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       21.7       33.7        0.8        0.3        0.2       11.3        2.4       28.5        3.6        2.1        5.7        3.9        5.3
 
Number of Traders in Each Category                                    Total Traders:       103
        22         25         37          4          .          .         24         15         29          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,832,630
Positions
 1,797,209  2,767,922  2,435,500  1,398,007    485,375    208,005    631,437    300,944  3,704,690     56,353    284,181    754,083    847,345    891,931
 
Changes from:       December 28, 2010                                Total Change is:   432,152
   -35,668     31,487     71,360      9,819     56,467      6,852    124,900     13,068    149,037    -60,819        877    116,946     49,725    -13,942
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       23.4       20.6       11.8        4.1        1.8        5.3        2.5       31.3        0.5        2.4        6.4        7.2        7.5
 
Number of Traders in Each Category                                    Total Traders:       266
        35         54         88          7         16         18         69         52         97         12         11         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    13,784
Positions
     6,224      5,820        116      1,414      1,123        134      1,046      5,890          0      4,800        478          0         50        223
 
Changes from:       December 28, 2010                                Total Change is:      -388
       -85       -413         19        423          4        -22       -729        -11          0          0         10          0          6         25
 
Percent of Open Interest Represented by Each Category of Trader
      45.2       42.2        0.8       10.3        8.1        1.0        7.6       42.7        0.0       34.8        3.5        0.0        0.4        1.6
 
Number of Traders in Each Category                                    Total Traders:        34
         4          4          .          .          5          .          .         12          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    44,016
Positions
    37,633     22,047          0      2,115      2,012         56      4,137     14,224          0          0      5,473          0         75        204
 
Changes from:       December 28, 2010                                Total Change is:     2,858
     3,127      2,323          0        104        380          0       -141        160          0          0        -30          0       -232         25
 
Percent of Open Interest Represented by Each Category of Trader
      85.5       50.1        0.0        4.8        4.6        0.1        9.4       32.3        0.0        0.0       12.4        0.0        0.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        29
         4          5          0          .          4          .          .          7          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    28,106
Positions
    10,876      2,815        209      1,074        188        727      8,804     19,484        904      1,323      1,133         21      4,167      2,625
 
Changes from:       December 28, 2010                                Total Change is:     1,312
      -555     -1,588        180       -151       -249         -3      1,706      2,329         29        551        228         19       -465        366
 
Percent of Open Interest Represented by Each Category of Trader
      38.7       10.0        0.7        3.8        0.7        2.6       31.3       69.3        3.2        4.7        4.0        0.1       14.8        9.3
 
Number of Traders in Each Category                                    Total Traders:        86
         5          5          .          5          .          .         16         34          7         10          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   149,094
Positions
    71,847     35,316     24,882      2,051        514      3,653      1,337     37,762     18,689        804      3,935      4,833     20,999     19,511
 
Changes from:       December 28, 2010                                Total Change is:     7,293
     6,479      5,950     -5,844      1,838         34        157       -271      2,121      1,015        378       -101        909      2,632      3,052
 
Percent of Open Interest Represented by Each Category of Trader
      48.2       23.7       16.7        1.4        0.3        2.5        0.9       25.3       12.5        0.5        2.6        3.2       14.1       13.1
 
Number of Traders in Each Category                                    Total Traders:        82
         6         14         16          .          4          5          6         32         22          7          4         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    14,817
Positions
       470     14,246          0     10,691          0          5      2,076        164          0          0        125         14      1,561        263
 
Changes from:       December 28, 2010                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       96.1        0.0       72.2        0.0        0.0       14.0        1.1        0.0        0.0        0.8        0.1       10.5        1.8
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          9          0          .          7          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated January 7, 2011