```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,639
COMMITMENTS
       0      148        2    2,051    1,720    2,053    1,870      586      769

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        144)
       0       20        0      217      171      217      191      -73      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.6      0.1     77.7     65.2     77.8     70.9     22.2     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       12       14       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       48,892
COMMITMENTS
   4,793    4,058    8,788   28,270   26,447   41,851   39,293    7,041    9,599

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      3,175)
     448      488      802      818    2,023    2,069    3,314    1,106     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      8.3     18.0     57.8     54.1     85.6     80.4     14.4     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      22        8       19       38       37       65       59
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      243,356
COMMITMENTS
  61,313   18,432   60,309   95,806  126,342  217,428  205,083   25,928   38,274

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      9,061)
   3,728      450    2,420    1,692    6,312    7,839    9,181    1,222     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      7.6     24.8     39.4     51.9     89.3     84.3     10.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      92       71      106       62       77      220      207
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      445,723
COMMITMENTS
 137,638   33,831  130,593  144,420  198,784  412,651  363,208   33,073   82,515

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     23,019)
     -81    6,492   16,290    7,193   -2,190   23,403   20,592     -384    2,426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9      7.6     29.3     32.4     44.6     92.6     81.5      7.4     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      456)
     168       74      135       97      191      337      341
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       11,204
COMMITMENTS
   5,195    1,264    1,704    2,464    6,869    9,363    9,837    1,841    1,367

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:       -201)
    -167       -1      119     -171     -210     -219      -93       18     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.4     11.3     15.2     22.0     61.3     83.6     87.8     16.4     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      39       10        8       21       38       64       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       59,839
COMMITMENTS
  22,302    4,266   16,313   12,781   13,673   51,395   34,251    8,444   25,588

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      3,459)
     761      395    1,738      452      780    2,951    2,913      508      546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.3      7.1     27.3     21.4     22.8     85.9     57.2     14.1     42.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      61       35       55       57       77      155      142
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       58,984
COMMITMENTS
  10,083        0    2,580   45,459   55,601   58,122   58,181      862      803

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:         20)
    -552        0      -68      278     -563     -342     -631      362      651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      0.0      4.4     77.1     94.3     98.5     98.6      1.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        0        1       12       13       18       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      136,203
COMMITMENTS
  67,013   23,749    2,767   17,146   91,848   86,926  118,364   49,277   17,839

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:       -178)
  -3,280      316      469    1,638      449   -1,172    1,234      994   -1,412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.2     17.4      2.0     12.6     67.4     63.8     86.9     36.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      47       12        9       18       29       70       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       44,418
COMMITMENTS
  19,910   12,497      614    2,947   21,311   23,471   34,422   20,948    9,996

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:       -399)
    -749    3,060       42       50   -3,462     -657     -359      259      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.8     28.1      1.4      6.6     48.0     52.8     77.5     47.2     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      12        7        2        8       18       21       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      135,242
COMMITMENTS
 108,866   18,664        0   17,841  114,698  126,707  133,362    8,535    1,880

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      7,325)
   7,156      526      -89       46    6,366    7,113    6,803      212      522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.5     13.8      0.0     13.2     84.8     93.7     98.6      6.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      69       11        0       13       22       82       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      102,190
COMMITMENTS
  31,656   28,983    4,564   38,628   45,673   74,848   79,220   27,342   22,970

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      8,052)
  10,508    1,671    1,126  -10,875    8,887      759   11,684    7,293   -3,632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.0     28.4      4.5     37.8     44.7     73.2     77.5     26.8     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      22       26       17       25       33       57       66
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      121,254
COMMITMENTS
  46,852   26,723    4,468   42,824   56,212   94,143   87,403   27,110   33,851

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      3,694)
   2,467    6,731       81     -861   -4,448    1,687    2,364    2,007    1,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.6     22.0      3.7     35.3     46.4     77.6     72.1     22.4     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      31       36       16       29       26       65       73
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      234,097
COMMITMENTS
  65,537   60,082   32,896   77,032   80,392  175,465  173,370   58,632   60,728

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:    -11,809)
  23,335  -24,943      458  -40,900   12,329  -17,107  -12,156    5,299      347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0     25.7     14.1     32.9     34.3     75.0     74.1     25.0     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      47       61       57       42       50      119      138
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,636
COMMITMENTS
  21,224    9,977        0    2,761   16,664   23,985   26,641    3,651      995

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        278)
     281   -1,346        0       15    1,508      296      162      -18      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.8     36.1      0.0     10.0     60.3     86.8     96.4     13.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      17       13        0        6       10       23       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,338,263
COMMITMENTS
 779,637  261,793  4224103  6517759  6928421 11521499 11414316  816,764  923,947

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     65,198)
 135,538  -30,003  -67,755   20,339  130,855   88,122   33,097  -22,924   32,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      2.1     34.2     52.8     56.2     93.4     92.5      6.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      79       42      105      128      137      252      249
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      973,354
COMMITMENTS
  78,858   87,188   70,932  688,258  711,665  838,049  869,785  135,306  103,569

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     47,274)
  -4,614    9,258    8,680   37,966   17,383   42,032   35,321    5,241   11,953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      9.0      7.3     70.7     73.1     86.1     89.4     13.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      566)
     111      129      102      239      224      415      390
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      398,857
COMMITMENTS
  22,903   27,002   38,116  248,542  286,906  309,561  352,024   89,296   46,832

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     28,003)
     172    4,948    4,483   16,692   15,681   21,348   25,112    6,655    2,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      6.8      9.6     62.3     71.9     77.6     88.3     22.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      20       30       31       70       64      110      105
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,872,489
COMMITMENTS
 311,856  333,011  132,002  2198583  2123794  2642441  2588806  230,048  283,682

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     96,354)
 -21,306   24,175   18,360  106,369    8,507  103,423   51,043   -7,069   45,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     11.6      4.6     76.5     73.9     92.0     90.1      8.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      512)
     101      114       87      214      204      370      350
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       95,849
COMMITMENTS
  13,322    7,489      770   70,726   84,236   84,818   92,495   11,031    3,354

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     -1,700)
  -1,770     -279       48     -609   -2,206   -2,331   -2,437      631      737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      7.8      0.8     73.8     87.9     88.5     96.5     11.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      15        7        2       44       43       59       52
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       90,547
COMMITMENTS
  26,562    8,370    4,848   49,376   71,392   80,786   84,610    9,761    5,937

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      5,253)
   2,454      650      745    1,282    2,780    4,480    4,175      773    1,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3      9.2      5.4     54.5     78.8     89.2     93.4     10.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      78       38       17       89       83      173      132
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       13,773
COMMITMENTS
   4,286        0        0    6,063   11,822   10,349   11,822    3,424    1,951

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        605)
     735        0        0       13       28      748       28     -143      577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1      0.0      0.0     44.0     85.8     75.1     85.8     24.9     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       10       10       13       10
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      383,871
COMMITMENTS
 131,701   62,169    3,921  216,564  297,849  352,187  363,940   31,684   19,931

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     23,242)
  13,502    8,158   -1,182    6,343   13,759   18,662   20,734    4,580    2,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3     16.2      1.0     56.4     77.6     91.7     94.8      8.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      77       38       16       85       81      167      130
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      121,444
COMMITMENTS
  63,656   11,142    2,676   20,880   92,919   87,212  106,737   34,231   14,706

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        832)
  -1,005   -1,250      384    1,748      358    1,127     -509     -295    1,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.4      9.2      2.2     17.2     76.5     71.8     87.9     28.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      31       12       10       16       20       51       38
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       42,039
COMMITMENTS
   8,535   14,568       12   21,079    7,975   29,626   22,555   12,413   19,484

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      2,436)
      89    1,572       12      696     -161      797    1,423    1,639    1,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     34.7      0.0     50.1     19.0     70.5     53.7     29.5     46.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      16       13        1       23       10       39       24
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       56,536
COMMITMENTS
  14,993    7,626      291   25,153   23,161   40,437   31,078   16,099   25,458

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      6,485)
  -3,045      451       50    6,064   -2,697    3,069   -2,196    3,416    8,681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5     13.5      0.5     44.5     41.0     71.5     55.0     28.5     45.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      15        8        3       20       18       36       28
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       27,397
COMMITMENTS
   4,736      835      340   18,621   23,704   23,697   24,879    3,700    2,518

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        266)
     347      103        0      -93     -381      254     -278       12      544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      3.0      1.2     68.0     86.5     86.5     90.8     13.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        3        1       18       24       24       28
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       38,087
COMMITMENTS
  10,822    2,893       55   19,388   33,550   30,265   36,498    7,822    1,589

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        108)
     168      674       49     -409     -739     -192      -16      300      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4      7.6      0.1     50.9     88.1     79.5     95.8     20.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      17        4        1       19       18       37       22
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       16,069
COMMITMENTS
   3,841    3,458      165    9,180   11,709   13,186   15,332    2,883      737

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      1,252)
    -308      -11      151       87      638      -70      778    1,322      474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9     21.5      1.0     57.1     72.9     82.1     95.4     17.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        3        2        7        5       19        8
```

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Updated January 21, 2011