```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,729
COMMITMENTS
     478      148       95    4,286    4,850    4,858    5,093      871      637

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        661)
     157       37       -4      312      564      465      598      196       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      2.6      1.7     74.8     84.7     84.8     88.9     15.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        3        3       16       12       22       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       53,933
COMMITMENTS
   6,931    4,038   11,773   29,232   26,273   47,936   42,084    5,996   11,849

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,993)
     203      674      393    1,226      786    1,822    1,853      171      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      7.5     21.8     54.2     48.7     88.9     78.0     11.1     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      13       22       20       37       33       63       62
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      296,067
COMMITMENTS
  74,262   42,807   81,640  111,376  131,965  267,278  256,412   28,789   39,655

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:       -609)
    -983     -704    2,997     -785   -3,144    1,229     -851   -1,838      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     14.5     27.6     37.6     44.6     90.3     86.6      9.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      87       88      113       61       74      222      221
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      433,009
COMMITMENTS
 123,272   37,629  118,866  159,542  202,820  401,680  359,315   31,329   73,694

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      3,646)
   5,346   -1,876   -2,727    1,794    7,111    4,412    2,508     -766    1,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5      8.7     27.5     36.8     46.8     92.8     83.0      7.2     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      440)
     137      103      138      111      173      328      347
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,241
COMMITMENTS
   3,757    5,007    1,689    2,780    1,986    8,227    8,682    2,014    1,560

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        449)
    -153      222      381      140       59      367      662       82     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.7     48.9     16.5     27.1     19.4     80.3     84.8     19.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      29       27       22       18       17       61       61
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       49,598
COMMITMENTS
  21,370    4,223   11,518    9,055   11,391   41,943   27,132    7,655   22,466

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:       -154)
     660      293     -577      -34      516       49      231     -203     -386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.1      8.5     23.2     18.3     23.0     84.6     54.7     15.4     45.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      74       36       53       43       70      146      141
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,988
COMMITMENTS
       0    4,891        3    7,255    2,098    7,258    6,992      730      996

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        214)
       0       27       -1      233       99      232      125      -19       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     61.2      0.0     90.8     26.3     90.9     87.5      9.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        1       13       10       14       14
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      126,862
COMMITMENTS
  10,151      534    3,193  113,287  122,948  126,631  126,675      231      187

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        979)
   1,126      118        0     -117      884    1,009    1,002      -30      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      0.4      2.5     89.3     96.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        1       15       16       19       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      127,599
COMMITMENTS
  29,874   49,381    4,153   58,956   52,241   92,983  105,774   34,617   21,825

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      3,767)
     123      772      978    1,026      981    2,128    2,732    1,639    1,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4     38.7      3.3     46.2     40.9     72.9     82.9     27.1     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      28       18        8       24       24       56       46
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,701
COMMITMENTS
   6,051   17,072    2,204   24,237    9,028   32,492   28,305   11,209   15,396

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,662)
   1,431      -52      497   -1,416    3,057      512    3,502    1,150   -1,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     39.1      5.0     55.5     20.7     74.4     64.8     25.6     35.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8       14        7       14       16       26       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      150,567
COMMITMENTS
  44,190   22,709        1  101,524  123,612  145,715  146,322    4,852    4,245

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      8,053)
   7,678   -6,385        1     -529   15,100    7,150    8,716      903     -663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3     15.1      0.0     67.4     82.1     96.8     97.2      3.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      38       27        1       18       23       56       51
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      197,551
COMMITMENTS
  23,036   50,250    3,524  154,995  113,164  181,555  166,939   15,996   30,612

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,237)
   6,920    1,798    1,111   -6,896      661    1,135    3,570      101   -2,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     25.4      1.8     78.5     57.3     91.9     84.5      8.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      18       40       18       27       31       58       76
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      184,018
COMMITMENTS
  80,888   23,896    3,909   70,374  121,808  155,172  149,614   28,846   34,404

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     23,099)
  14,723    2,258    1,174    1,712   17,879   17,610   21,311    5,489    1,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.0     13.0      2.1     38.2     66.2     84.3     81.3     15.7     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      22       39       13       24       31       57       72
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      355,550
COMMITMENTS
  30,590  186,577   35,753  253,041   66,651  319,385  288,981   36,165   66,569

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     -6,318)
    -273  -14,028    3,484   -8,087    5,089   -4,877   -5,455   -1,441     -864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     52.5     10.1     71.2     18.7     89.8     81.3     10.2     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      31       88       51       54       59      117      166
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       31,627
COMMITMENTS
  25,330   10,533      380    1,796   19,087   27,506   30,000    4,121    1,627

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      6,058)
   5,098    3,233       14       81    2,822    5,193    6,069      865      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.1     33.3      1.2      5.7     60.4     87.0     94.9     13.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      20       14        2        3       12       25       26
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,624,683
COMMITMENTS
 706,950  624,739  5555871  6425951  6468181 12688771 12648792  935,912  975,891

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:    879,866)
  47,746    5,398  644,235  205,692  266,618  897,674  916,251  -17,807  -36,385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      4.6     40.8     47.2     47.5     93.1     92.8      6.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      61       49       94      146      150      256      251
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      915,002
COMMITMENTS
  76,011  108,406   65,360  638,664  634,677  780,035  808,443  134,967  106,559

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     14,042)
  11,615    3,944   -4,833    6,861   19,474   13,643   18,585      399   -4,543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     11.8      7.1     69.8     69.4     85.2     88.4     14.8     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      544)
     102      114      100      237      232      394      391
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      320,885
COMMITMENTS
  10,543   21,542   26,697  200,869  229,860  238,109  278,100   82,775   42,785

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:       -358)
  -7,727    2,568      403   -3,179   11,119  -10,503   14,090   10,145  -14,448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      6.7      8.3     62.6     71.6     74.2     86.7     25.8     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      15       17       24       66       62       93       91
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,970,586
COMMITMENTS
 376,478  483,457  144,175  2188976  2024082  2709629  2651715  260,957  318,872

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     72,000)
  63,506  -26,325    7,024   50,198   41,778  120,727   22,477  -48,727   49,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     16.3      4.9     73.7     68.1     91.2     89.3      8.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      514)
     100      104       90      217      218      363      366
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      109,607
COMMITMENTS
   9,985    5,078        0   88,528  100,188   98,513  105,266   11,094    4,341

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        461)
     614     -525     -321      253    1,436      546      590      -84     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      4.6      0.0     80.8     91.4     89.9     96.0     10.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      14        6        0       54       36       68       42
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       93,030
COMMITMENTS
  25,515    3,975    1,271   57,492   83,475   84,279   88,722    8,752    4,309

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,078)
   2,766       53   -2,836    4,188    6,395    4,118    3,612   -3,041   -2,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      4.3      1.4     61.8     89.7     90.6     95.4      9.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      75       32       15       80       83      162      124
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       15,499
COMMITMENTS
     789      979        0   11,604   13,801   12,393   14,780    3,106      719

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:       -521)
  -2,971      123        0    2,031    2,705     -940    2,828      419   -3,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      6.3      0.0     74.9     89.0     80.0     95.4     20.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       11       12       13       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      387,659
COMMITMENTS
 127,574   18,924    2,412  229,442  348,372  359,428  369,708   28,231   17,951

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      7,993)
  13,831  -15,203      677   10,785   18,449   25,292    3,922  -17,299    4,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9      4.9      0.6     59.2     89.9     92.7     95.4      7.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      75       33       14       74       81      155      122
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      162,866
COMMITMENTS
  96,869   19,550    7,640   27,588  114,062  132,098  141,251   30,769   21,615

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     12,939)
   6,239   -2,895    1,364    4,450   12,498   12,053   10,967      887    1,972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.5     12.0      4.7     16.9     70.0     81.1     86.7     18.9     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      35       25       14       23       31       70       58
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       21,835
COMMITMENTS
   3,499    6,472        0   12,514    4,984   16,013   11,456    5,822   10,379

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     -1,072)
      -9      108        0   -1,344     -951   -1,353     -843      281     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     29.6      0.0     57.3     22.8     73.3     52.5     26.7     47.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        7        0       18        5       24       12
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       42,431
COMMITMENTS
   7,300    2,214    4,954   24,402   14,687   36,656   21,855    5,775   20,576

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     -1,176)
  -2,570      443    1,741      990    2,316      161    4,500   -1,337   -5,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      5.2     11.7     57.5     34.6     86.4     51.5     13.6     48.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      12        7        4       22       22       36       31
```

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Updated February 3, 2012