```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,495
COMMITMENTS
       0      128        2    1,834    1,550    1,836    1,680      659      815

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.1      0.1     73.5     62.1     73.6     67.3     26.4     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       12       11       13       12
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       45,717
COMMITMENTS
   4,345    3,569    7,986   27,451   24,423   39,782   35,979    5,935    9,739

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      3,462)
     630      298      578    1,953    2,178    3,161    3,054      301      408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      7.8     17.5     60.0     53.4     87.0     78.7     13.0     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      20        8       17       38       36       63       56
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      234,296
COMMITMENTS
  57,586   17,983   57,889   94,114  120,030  209,589  195,901   24,707   38,394

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      6,969)
   5,577     -216   -1,344      850    7,132    5,083    5,572    1,886    1,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      7.7     24.7     40.2     51.2     89.5     83.6     10.5     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      81       72      104       60       72      210      196
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      422,705
COMMITMENTS
 137,719   27,339  114,302  137,226  200,975  389,248  342,616   33,457   80,088

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     14,378)
   5,706    1,637      213    3,668    7,299    9,588    9,149    4,790    5,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6      6.5     27.0     32.5     47.5     92.1     81.1      7.9     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      445)
     166       68      127       98      190      330      330
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       11,405
COMMITMENTS
   5,361    1,265    1,585    2,635    7,079    9,582    9,929    1,823    1,475

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -523)
    -217     -625       57      -93       23     -253     -544     -270       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.0     11.1     13.9     23.1     62.1     84.0     87.1     16.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      40       10       10       27       36       72       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       56,380
COMMITMENTS
  21,541    3,870   14,575   12,329   12,893   48,445   31,338    7,936   25,042

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      1,964)
   1,063     -243      778       60    1,113    1,901    1,647       63      316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.2      6.9     25.9     21.9     22.9     85.9     55.6     14.1     44.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      66       31       47       55       74      149      131
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       58,964
COMMITMENTS
  10,635        0    2,648   45,181   56,164   58,464   58,812      500      152

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        128)
     248        0        2        0      176      249      177     -121      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      0.0      4.5     76.6     95.3     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        0        2       11       13       17       15
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      136,381
COMMITMENTS
  70,292   23,433    2,298   15,508   91,399   88,098  117,130   48,283   19,251

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      7,202)
   5,051   -3,790     -864     -441   10,167    3,747    5,513    3,456    1,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.5     17.2      1.7     11.4     67.0     64.6     85.9     35.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      44        9        8       16       29       65       41
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       44,817
COMMITMENTS
  20,659    9,437      571    2,897   24,773   24,128   34,781   20,689   10,036

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     -5,917)
  -3,909   -1,469     -836     -457   -4,629   -5,202   -6,933     -715    1,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.1     21.1      1.3      6.5     55.3     53.8     77.6     46.2     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      15        6        3        9       19       25       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      127,917
COMMITMENTS
 101,710   18,138       89   17,795  108,332  119,594  126,559    8,323    1,358

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      9,131)
  10,338    1,076       89   -1,786    8,142    8,641    9,307      490     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    79.5     14.2      0.1     13.9     84.7     93.5     98.9      6.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      77       11        1       13       27       90       39
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       94,138
COMMITMENTS
  21,147   27,312    3,438   49,504   36,786   74,089   67,536   20,049   26,602

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        699)
   3,495   -2,987   -1,872   -2,666    4,972   -1,043      113    1,743      586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     29.0      3.7     52.6     39.1     78.7     71.7     21.3     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      13       28       13       26       30       48       62
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      117,560
COMMITMENTS
  44,384   19,992    4,387   43,685   60,659   92,457   85,039   25,104   32,521

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:    -23,925)
 -21,673   -7,253   -1,956    3,018  -17,585  -20,612  -26,794   -3,314    2,869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.8     17.0      3.7     37.2     51.6     78.6     72.3     21.4     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      25       36       16       30       25       66       66
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      245,906
COMMITMENTS
  42,202   85,024   32,439  117,932   68,062  192,573  185,525   53,333   60,381

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     32,488)
   7,343   27,095   -5,738   28,696    4,501   30,301   25,858    2,188    6,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     34.6     13.2     48.0     27.7     78.3     75.4     21.7     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      45       75       58       44       48      124      146
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,358
COMMITMENTS
  20,943   11,323        0    2,746   15,156   23,689   26,479    3,669      879

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        915)
    -219      892        0      536      154      317    1,046      598     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.6     41.4      0.0     10.0     55.4     86.6     96.8     13.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16       14        0        5        8       21       22
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,273,065
COMMITMENTS
 644,098  291,796  4291858  6497420  6797565 11433377 11381219  839,688  891,846

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:    440,435)
 -11,035   85,527  201,949  257,177  153,044  448,092  440,520   -7,656      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      2.4     35.0     52.9     55.4     93.2     92.7      6.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      75       45      105      131      140      252      253
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      926,081
COMMITMENTS
  83,473   77,930   62,252  650,292  694,283  796,016  834,465  130,064   91,616

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     32,386)
   9,273     -230    7,042   16,438   29,720   32,753   36,532     -366   -4,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      8.4      6.7     70.2     75.0     86.0     90.1     14.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      562)
     117      122      102      236      225      414      388
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      370,854
COMMITMENTS
  22,731   22,054   33,633  231,849  271,225  288,213  326,912   82,641   43,942

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     18,904)
     142    1,807    3,307   17,873   15,296   21,322   20,410   -2,418   -1,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      5.9      9.1     62.5     73.1     77.7     88.2     22.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      20       28       29       68       66      108      103
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,776,134
COMMITMENTS
 333,162  308,835  113,642  2092214  2115286  2539018  2537764  237,116  238,371

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     67,411)
  51,329   -4,511   13,002   -7,178   72,119   57,152   80,609   10,259  -13,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     11.1      4.1     75.4     76.2     91.5     91.4      8.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      508)
     107      106       87      212      204      368      348
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       97,549
COMMITMENTS
  15,092    7,768      722   71,335   86,442   87,149   94,932   10,400    2,617

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -353)
   1,182      822      212   -1,052   -1,316      342     -282     -695      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      8.0      0.7     73.1     88.6     89.3     97.3     10.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      14        6        1       46       42       60       49
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       85,294
COMMITMENTS
  24,109    7,720    4,103   48,094   68,612   76,306   80,435    8,988    4,859

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -851)
  -1,863    1,564      294    1,640   -3,871       71   -2,013     -923    1,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3      9.1      4.8     56.4     80.4     89.5     94.3     10.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      79       33       14       88       80      173      121
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       13,168
COMMITMENTS
   3,551        0        0    6,050   11,794    9,601   11,794    3,567    1,374

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        -43)
    -774        0        0      514     -226     -260     -226      217      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0      0.0      0.0     45.9     89.6     72.9     89.6     27.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        0        8        9       11        9
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      360,629
COMMITMENTS
 118,199   54,012    5,103  210,222  284,091  333,524  343,205   27,105   17,424

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     -4,043)
  -6,305    6,957    2,331    5,631  -18,224    1,657   -8,936   -5,700    4,892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.8     15.0      1.4     58.3     78.8     92.5     95.2      7.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      76       35       13       85       78      168      119
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      120,611
COMMITMENTS
  64,660   12,393    2,293   19,132   92,561   86,085  107,247   34,526   13,365

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     -8,626)
  -8,867    1,231   -2,633    2,529   -7,026   -8,972   -8,428      345     -198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.6     10.3      1.9     15.9     76.7     71.4     88.9     28.6     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      36       14        8       15       19       54       38
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       39,603
COMMITMENTS
   8,446   12,996        0   20,383    8,136   28,829   21,132   10,774   18,471

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        -92)
  -1,542      -51       -2      908      772     -636      719      544     -811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     32.8      0.0     51.5     20.5     72.8     53.4     27.2     46.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15       13        0       21       12       36       25
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       50,051
COMMITMENTS
  18,038    7,175      241   19,089   25,858   37,368   33,274   12,683   16,777

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      1,879)
   3,098      277     -179   -2,535    2,234      384    2,332    1,495     -453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0     14.3      0.5     38.1     51.7     74.7     66.5     25.3     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      20        6        2       16       20       37       27
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       27,131
COMMITMENTS
   4,389      732      340   18,714   24,085   23,443   25,157    3,688    1,974

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -232)
    -445       -5        0      286     -214     -159     -219      -73      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      2.7      1.3     69.0     88.8     86.4     92.7     13.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        3        1       18       23       23       27
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       37,979
COMMITMENTS
  10,654    2,219        6   19,797   34,289   30,457   36,514    7,522    1,465

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        -85)
  -2,603       24        0    2,475     -193     -128     -169       43       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1      5.8      0.0     52.1     90.3     80.2     96.1     19.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      16        3        1       20       18       37       21
```

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Updated January 14, 2011