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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,479
COMMITMENTS
      51      108       16    2,822    2,863    2,889    2,987      590      492

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:         41)
       5        0       -1      153      124      157      123     -116      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      3.1      0.5     81.1     82.3     83.0     85.9     17.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        3       12       11       16       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,803
COMMITMENTS
   6,520    7,897    1,162   18,788   17,253   26,470   26,312    5,333    5,491

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      1,640)
     -27     -146      125    1,023    1,807    1,121    1,786      519     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     24.8      3.7     59.1     54.2     83.2     82.7     16.8     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      11       21       11       23       24       44       46
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      238,037
COMMITMENTS
  70,510   54,332   37,655  101,863  109,404  210,028  201,391   28,009   36,646

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      5,191)
   1,045    5,050    3,161   -1,363   -4,966    2,843    3,245    2,348    1,946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     22.8     15.8     42.8     46.0     88.2     84.6     11.8     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      97       75      110       50       74      199      228
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      333,360
COMMITMENTS
 111,440   68,423   46,555  145,383  158,767  303,378  273,745   29,982   59,615

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     13,713)
   2,837    6,761    6,231      589   -3,572    9,657    9,420    4,056    4,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     20.5     14.0     43.6     47.6     91.0     82.1      9.0     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     115       87      122       80      152      264      310
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,781
COMMITMENTS
   3,511    3,981      964    2,574    2,301    7,049    7,246    1,732    1,535

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        123)
      -4      300      110       73      -26      179      384      -56     -261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     45.3     11.0     29.3     26.2     80.3     82.5     19.7     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      19       26       13       17       20       45       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       37,681
COMMITMENTS
  16,362    6,264    5,224    9,052    8,570   30,638   20,058    7,043   17,623

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      2,785)
   1,236    1,321      468      281      693    1,985    2,482      800      303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     16.6     13.9     24.0     22.7     81.3     53.2     18.7     46.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      48       36       36       33       49      104      107
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      121,056
COMMITMENTS
   7,595      603    3,193  110,130  116,857  120,918  120,653      138      403

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -4,549)
       0     -621        0   -4,630   -3,913   -4,630   -4,534       81      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      0.5      2.6     91.0     96.5     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        1       15       14       17       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      120,997
COMMITMENTS
  23,039   51,688      863   67,906   48,899   91,808  101,450   29,189   19,547

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      1,234)
  -4,626      652     -237    3,670    3,163   -1,193    3,578    2,427   -2,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     42.7      0.7     56.1     40.4     75.9     83.8     24.1     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      17       17        2       21       22       39       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       41,869
COMMITMENTS
   5,112   17,209        9   30,706    4,215   35,827   21,433    6,042   20,436

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      3,870)
   1,325    1,067      -53    4,664      893    5,936    1,907   -2,066    1,963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     41.1      0.0     73.3     10.1     85.6     51.2     14.4     48.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8       16        1       13        9       21       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      123,845
COMMITMENTS
  25,147   47,479      101   95,563   71,014  120,811  118,594    3,034    5,251

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      2,223)
   3,074     -423       59   -1,234    2,903    1,899    2,539      324     -316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     38.3      0.1     77.2     57.3     97.6     95.8      2.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      20       40        1       17       22       37       63
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      199,855
COMMITMENTS
  24,044   59,897      778  162,591  106,978  187,413  167,653   12,442   32,202

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      6,260)
  -3,788      166      459    9,695    1,833    6,366    2,458     -106    3,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     30.0      0.4     81.4     53.5     93.8     83.9      6.2     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      12       36        4       22       25       37       62
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      163,533
COMMITMENTS
  76,671   17,014        7   63,448  120,176  140,126  137,197   23,407   26,336

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      4,814)
   3,685      509       -2     -881    4,190    2,802    4,697    2,012      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     10.4      0.0     38.8     73.5     85.7     83.9     14.3     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      29       20        1       15       28       45       48
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      294,263
COMMITMENTS
  29,770  184,965    1,131  231,765   50,103  262,666  236,199   31,597   58,064

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     11,473)
 -10,671    5,615      199   18,780    3,187    8,308    9,001    3,165    2,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     62.9      0.4     78.8     17.0     89.3     80.3     10.7     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      28       82       14       48       45       88      129
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       14,173
COMMITMENTS
  10,658    5,629      366      542    6,388   11,566   12,383    2,607    1,790

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      3,361)
   2,801      208      141     -145    3,404    2,797    3,753      564     -392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.2     39.7      2.6      3.8     45.1     81.6     87.4     18.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      12       13        2        2        9       15       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,662,714
COMMITMENTS
 362,301  806,161  1528252  4964207  4374131  6854760  6708544  807,954  954,170

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     72,740)
  96,173  -29,358   47,640 -170,280   66,069  -26,467   84,351   99,207  -11,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     10.5     19.9     64.8     57.1     89.5     87.5     10.5     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      38       54       75      125      124      208      214
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      755,841
COMMITMENTS
  61,440  100,473   16,535  558,551  545,949  636,525  662,957  119,316   92,884

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    -32,989)
   4,534    5,457  -24,763   -2,445    1,006  -22,674  -18,301  -10,315  -14,688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     13.3      2.2     73.9     72.2     84.2     87.7     15.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      524)
      97      104       47      219      217      341      343
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      237,402
COMMITMENTS
   9,388   18,439    1,140  158,662  169,887  169,190  189,466   68,212   47,936

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    -17,210)
 -23,704   -3,234      -82    5,007     -127  -18,779   -3,443    1,569  -13,767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      7.8      0.5     66.8     71.6     71.3     79.8     28.7     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      10       10        4       51       52       63       64
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,592,195
COMMITMENTS
 298,308  448,218   38,924  1999443  1880312  2336675  2367454  255,520  224,741

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    -78,893)
  22,291  -75,448   -4,504  -37,260    5,663  -19,473  -74,289  -59,420   -4,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     17.3      1.5     77.1     72.5     90.1     91.3      9.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      501)
      97      102       40      196      198      311      322
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      103,615
COMMITMENTS
   7,251    4,931      153   87,051   94,453   94,455   99,537    9,160    4,078

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:       -119)
     490   -1,191      145     -538    1,174       97      128     -216     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      4.8      0.1     84.0     91.2     91.2     96.1      8.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      10        8        1       52       37       62       46
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       69,158
COMMITMENTS
  13,404    3,692    1,426   44,845   58,546   59,675   63,664    9,483    5,494

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     16,227)
   3,842     -467    1,158    8,580   13,028   13,580   13,719    2,648    2,508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4      5.3      2.1     64.8     84.7     86.3     92.1     13.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      52       28       11       69       85      126      119
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:        9,500
COMMITMENTS
   1,201      365        0    5,792    6,252    6,993    6,617    2,507    2,883

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      3.8      0.0     61.0     65.8     73.6     69.7     26.4     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       11        9       13       10
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      298,290
COMMITMENTS
  66,992   22,610    1,153  195,267  261,472  263,412  285,235   34,878   13,055

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     33,636)
  19,179    1,814     -185   13,939   33,881   32,933   35,510      703   -1,874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5      7.6      0.4     65.5     87.7     88.3     95.6     11.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      51       29        9       60       82      115      116
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      125,914
COMMITMENTS
  78,721   25,195    2,623   20,526   80,649  101,870  108,467   24,044   17,447

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      8,667)
   8,453    1,464        2   -4,203    6,759    4,252    8,225    4,415      442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.5     20.0      2.1     16.3     64.1     80.9     86.1     19.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      23       22        1       13       24       37       46
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       23,171
COMMITMENTS
   3,882    8,490        2   13,469    5,194   17,353   13,686    5,818    9,485

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:       -383)
      80      594        2     -390     -168     -308      428      -75     -811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     36.6      0.0     58.1     22.4     74.9     59.1     25.1     40.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        9        1       17        6       25       16
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       38,723
COMMITMENTS
   7,375    2,890    2,318   23,943   12,915   33,636   18,123    5,087   20,600

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      1,368)
     236     -885      778    1,082    2,382    2,096    2,275     -728     -907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      7.5      6.0     61.8     33.4     86.9     46.8     13.1     53.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       9        7        1       22       20       32       27
```

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Updated January 13, 2012