```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,968
COMMITMENTS
       0      202        7    2,394    2,110    2,401    2,319      567      650

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        330)
       0       54        5      344      389      349      448      -19     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.8      0.2     80.7     71.1     80.9     78.1     19.1     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       14       14       15       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       55,195
COMMITMENTS
   5,711    3,310   11,775   30,137   30,714   47,623   45,798    7,572    9,397

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      6,304)
     918     -748    2,986    1,868    4,267    5,772    6,506      532     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      6.0     21.3     54.6     55.6     86.3     83.0     13.7     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      24        8       22       43       40       75       63
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      255,722
COMMITMENTS
  60,509   17,177   69,261   97,772  128,929  227,542  215,368   28,181   40,355

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     12,366)
    -804   -1,255    8,952    1,966    2,588   10,113   10,285    2,253    2,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7      6.7     27.1     38.2     50.4     89.0     84.2     11.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      91       74      114       65       82      230      217
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      456,147
COMMITMENTS
 131,336   31,429  142,266  148,496  203,181  422,099  376,877   34,048   79,270

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     10,424)
  -6,302   -2,402   11,674    4,076    4,397    9,448   13,668      976   -3,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8      6.9     31.2     32.6     44.5     92.5     82.6      7.5     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      476)
     167       79      145      108      201      355      364
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       11,288
COMMITMENTS
   5,058    1,321    1,680    2,525    6,894    9,263    9,895    2,025    1,393

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:         85)
    -137       57      -24       61       25     -100       58      185       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.8     11.7     14.9     22.4     61.1     82.1     87.7     17.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      37       12       10       20       36       63       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       60,203
COMMITMENTS
  22,423    3,827   16,199   12,700   14,837   51,322   34,863    8,881   25,340

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        364)
     121     -438     -114      -81    1,164      -73      612      437     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2      6.4     26.9     21.1     24.6     85.2     57.9     14.8     42.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      68       34       51       56       82      156      145
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      126,125
COMMITMENTS
  53,958   22,423    3,003   19,787   84,588   76,748  110,014   49,377   16,111

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:    -10,078)
 -13,055   -1,326      235    2,642   -7,260  -10,178   -8,351      100   -1,727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.8     17.8      2.4     15.7     67.1     60.9     87.2     39.1     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      43        9       11       18       29       65       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,978
COMMITMENTS
  17,970   10,823    1,411    4,166   19,866   23,546   32,100   20,432   11,878

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:       -440)
  -1,941   -1,674      797    1,219   -1,445       76   -2,321     -516    1,882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.9     24.6      3.2      9.5     45.2     53.5     73.0     46.5     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13        8        6        9       16       25       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      142,786
COMMITMENTS
 114,979   19,734       62   19,509  121,408  134,550  141,204    8,236    1,582

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      7,544)
   6,113    1,070       62    1,668    6,710    7,843    7,842     -299     -298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.5     13.8      0.0     13.7     85.0     94.2     98.9      5.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      75        9        2       15       22       91       32
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      108,759
COMMITMENTS
  36,386   29,656    5,710   36,276   50,119   78,373   85,485   30,385   23,273

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      6,569)
   4,731      673    1,146   -2,352    4,446    3,525    6,265    3,044      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5     27.3      5.3     33.4     46.1     72.1     78.6     27.9     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      25       25       20       24       31       59       66
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      127,559
COMMITMENTS
  55,015   23,057    5,033   40,396   66,904  100,443   94,993   27,116   32,566

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      6,305)
   8,163   -3,666      565   -2,428   10,692    6,300    7,590        6   -1,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.1     18.1      3.9     31.7     52.4     78.7     74.5     21.3     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      33       42       21       28       30       74       80
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      254,117
COMMITMENTS
  73,132   48,282   36,193   78,625  102,392  187,950  186,867   66,167   67,250

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     20,020)
   7,595  -11,800    3,297    1,593   22,000   12,485   13,497    7,535    6,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8     19.0     14.2     30.9     40.3     74.0     73.5     26.0     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      46       63       57       42       51      122      137
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,199
COMMITMENTS
  18,507    9,880        0    3,744   15,179   22,251   25,059    3,948    1,140

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     -1,437)
  -2,717      -97        0      983   -1,485   -1,734   -1,582      297      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.6     37.7      0.0     14.3     57.9     84.9     95.6     15.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      18       11        0        8        8       26       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,818,121
COMMITMENTS
 825,351  283,945  4369412  6748499  7212474 11943263 11865831  874,858  952,290

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:    479,858)
  45,715   22,152  145,310  230,740  284,053  421,764  451,515   58,094   28,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      2.2     34.1     52.6     56.3     93.2     92.6      6.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      81       52      111      130      139      263      257
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      941,013
COMMITMENTS
  81,831   85,361   55,444  666,084  699,483  803,359  840,287  137,654  100,725

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:    -32,342)
   2,973   -1,827  -15,488  -22,174  -12,182  -34,690  -29,498    2,349   -2,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      9.1      5.9     70.8     74.3     85.4     89.3     14.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      554)
     111      123       87      230      233      394      390
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      373,431
COMMITMENTS
  20,628   25,141   28,180  232,677  274,592  281,485  327,913   91,945   45,518

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:    -25,426)
  -2,275   -1,861   -9,936  -15,865  -12,314  -28,075  -24,111    2,649   -1,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      6.7      7.5     62.3     73.5     75.4     87.8     24.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      21       26       28       68       64      105      102
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,837,909
COMMITMENTS
 352,597  347,684   89,733  2167035  2124454  2609365  2561871  228,544  276,038

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:    -34,579)
  40,741   14,673  -42,268  -31,549      660  -33,076  -26,935   -1,504   -7,645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     12.3      3.2     76.4     74.9     91.9     90.3      8.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      505)
     103      108       72      206      215      351      353
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       97,526
COMMITMENTS
  14,571    6,702      822   71,673   86,744   87,066   94,268   10,461    3,259

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      1,678)
   1,249     -787       52      947    2,507    2,248    1,772     -571      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      6.9      0.8     73.5     88.9     89.3     96.7     10.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      14        5        1       43       44       57       50
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       95,119
COMMITMENTS
  29,070    7,882    6,138   49,697   75,468   84,906   89,488   10,213    5,631

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      4,571)
   2,508     -488    1,290      321    4,076    4,119    4,878      452     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6      8.3      6.5     52.2     79.3     89.3     94.1     10.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      83       37       13       85       81      174      125
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       17,198
COMMITMENTS
   5,662      383      256    7,613   14,075   13,531   14,714    3,667    2,484

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      3,425)
   1,376      383      256    1,550    2,253    3,182    2,892      243      533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9      2.2      1.5     44.3     81.8     78.7     85.6     21.3     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        1       11        9       15       10
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      389,604
COMMITMENTS
 142,502   62,953    3,950  210,421  306,966  356,873  373,870   32,731   15,734

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      5,733)
  10,800      784       29   -6,143    9,117    4,687    9,930    1,046   -4,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.6     16.2      1.0     54.0     78.8     91.6     96.0      8.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      82       37       12       81       79      168      123
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      120,801
COMMITMENTS
  59,191   14,669    2,598   27,099   87,829   88,887  105,096   31,914   15,706

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:       -643)
  -4,465    3,527      -79    6,218   -5,090    1,675   -1,642   -2,317      999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.0     12.1      2.2     22.4     72.7     73.6     87.0     26.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      28       16       10       21       20       53       42
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,787
COMMITMENTS
   8,397   10,761       12   19,430    9,071   27,839   19,844   12,948   20,943

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     -1,252)
    -138   -3,807        0   -1,649    1,096   -1,787   -2,711      535    1,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     26.4      0.0     47.6     22.2     68.3     48.7     31.7     51.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      18       10        1       22       10       40       21
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       57,713
COMMITMENTS
  12,981    7,512      537   29,781   24,537   43,299   32,586   14,414   25,127

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      1,177)
  -2,012     -114      246    4,628    1,376    2,862    1,508   -1,685     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     13.0      0.9     51.6     42.5     75.0     56.5     25.0     43.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      18        8        2       19       18       38       27
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       28,139
COMMITMENTS
   4,796      531      330   19,230   24,846   24,356   25,707    3,783    2,432

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        742)
      60     -304      -10      609    1,142      659      828       83      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      1.9      1.2     68.3     88.3     86.6     91.4     13.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        2        1       18       24       24       27
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       38,225
COMMITMENTS
  10,304    3,756       84   19,831   32,801   30,219   36,641    8,006    1,584

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        138)
    -518      863       29      443     -749      -46      143      184       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0      9.8      0.2     51.9     85.8     79.1     95.9     20.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      18        5        1       18       19       37       24
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       14,593
COMMITMENTS
   3,787    2,976       64    8,248   10,975   12,099   14,015    2,494      578

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     -1,476)
     -54     -482     -101     -932     -734   -1,087   -1,317     -389     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0     20.4      0.4     56.5     75.2     82.9     96.0     17.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      11        2        2        6        4       18        7
```

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Updated January 28, 2011