```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,438
COMMITMENTS
      46      108       17    2,669    2,739    2,732    2,864      706      574

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:       -446)
      -6      -59        1     -570     -380     -575     -438      129       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      3.1      0.5     77.6     79.7     79.5     83.3     20.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        2       13       11       16       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,163
COMMITMENTS
   6,547    8,043    1,037   17,765   15,446   25,349   24,526    4,814    5,637

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -4,532)
  -1,781   -1,232      -83   -2,704   -3,273   -4,568   -4,588       36       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     26.7      3.4     58.9     51.2     84.0     81.3     16.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      11       19       10       25       22       45       42
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      232,846
COMMITMENTS
  69,465   49,282   34,494  103,226  114,370  207,185  198,146   25,661   34,700

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -3,771)
    -771    4,070   -1,673     -224   -3,634   -2,668   -1,237   -1,103   -2,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     21.2     14.8     44.3     49.1     89.0     85.1     11.0     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      91       68       97       50       73      191      205
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      319,647
COMMITMENTS
 108,603   61,662   40,324  144,794  162,339  293,721  264,325   25,926   55,322

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      3,254)
   1,769   -2,756    3,467   -3,939    2,106    1,297    2,817    1,957      437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     19.3     12.6     45.3     50.8     91.9     82.7      8.1     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      371)
     110       84      103       72      153      241      293
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,658
COMMITMENTS
   3,515    3,681      854    2,501    2,327    6,870    6,862    1,788    1,796

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:       -901)
     -14   -1,157     -276     -629      509     -919     -924       18       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     42.5      9.9     28.9     26.9     79.3     79.3     20.7     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      17       25       12       19       18       46       51
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       34,896
COMMITMENTS
  15,126    4,943    4,756    8,771    7,877   28,653   17,576    6,243   17,320

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      2,315)
   1,115      397      204      576    1,082    1,895    1,683      420      632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.3     14.2     13.6     25.1     22.6     82.1     50.4     17.9     49.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      45       32       38       35       45      107      101
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      125,605
COMMITMENTS
   7,595    1,224    3,193  114,760  120,770  125,548  125,187       57      418

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      6,311)
     657      -63        0    6,008    6,884    6,665    6,821     -354     -510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      1.0      2.5     91.4     96.2    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        1       16       14       18       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      119,763
COMMITMENTS
  27,665   51,036    1,100   64,236   45,736   93,001   97,872   26,762   21,891

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      1,028)
    -467    1,092      146      -54      647     -375    1,885    1,403     -857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     42.6      0.9     53.6     38.2     77.7     81.7     22.3     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      22       12        2       20       22       43       35
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       37,999
COMMITMENTS
   3,787   16,142       62   26,042    3,322   29,891   19,526    8,108   18,473

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      2,258)
     -42    1,515       21    1,302      699    1,281    2,235      977       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     42.5      0.2     68.5      8.7     78.7     51.4     21.3     48.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6       16        1       10        9       16       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      121,622
COMMITMENTS
  22,073   47,902       42   96,797   68,111  118,912  116,055    2,710    5,567

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      4,252)
   3,845    3,989       42      233    1,529    4,120    5,560      132   -1,308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     39.4      0.0     79.6     56.0     97.8     95.4      2.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      18       40        1       20       23       38       64
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      193,595
COMMITMENTS
  27,832   59,731      319  152,896  105,145  181,047  165,195   12,548   28,400

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     10,476)
   2,367    5,094      268    9,363    2,950   11,998    8,312   -1,522    2,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     30.9      0.2     79.0     54.3     93.5     85.3      6.5     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      16       34        2       24       26       41       61
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      158,719
COMMITMENTS
  72,986   16,505        9   64,329  115,986  137,324  132,500   21,395   26,219

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     26,162)
  20,295  -13,601        9     -319   39,155   19,985   25,563    6,177      599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.0     10.4      0.0     40.5     73.1     86.5     83.5     13.5     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      28       23        2       15       25       44       49
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      282,790
COMMITMENTS
  40,441  179,350      932  212,985   46,916  254,358  227,198   28,432   55,592

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      6,768)
  -4,742    6,288      -54    8,648     -794    3,852    5,440    2,916    1,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     63.4      0.3     75.3     16.6     89.9     80.3     10.1     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      33       77       10       46       44       85      125
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       10,812
COMMITMENTS
   7,857    5,421      225      687    2,984    8,769    8,630    2,043    2,182

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        631)
   1,286      255        0     -853      633      433      888      198     -257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.7     50.1      2.1      6.4     27.6     81.1     79.8     18.9     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      10       13        1        2        5       12       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,589,974
COMMITMENTS
 266,128  835,519  1480612  5134487  4308062  6881227  6624193  708,747  965,781

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:    122,930)
 -34,307   23,075   53,079   94,137   49,067  112,909  125,221   10,021   -2,291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     11.0     19.5     67.6     56.8     90.7     87.3      9.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      34       54       72      121      123      199      215
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      788,830
COMMITMENTS
  56,905   95,016   41,298  560,996  544,944  659,199  681,258  129,631  107,572

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     24,069)
   2,667   -3,711    7,402    7,236   20,165   17,305   23,857    6,763      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     12.0      5.2     71.1     69.1     83.6     86.4     16.4     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      507)
      90       89       44      224      216      334      329
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      254,612
COMMITMENTS
  33,092   21,673    1,222  153,655  170,014  187,969  192,909   66,643   61,703

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     11,963)
   3,489   -1,068      -32    7,353    9,889   10,810    8,789    1,153    3,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      8.5      0.5     60.3     66.8     73.8     75.8     26.2     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
       9       10        5       49       50       61       62
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,671,088
COMMITMENTS
 276,017  523,666   43,428  2036703  1874649  2356148  2441743  314,940  229,345

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     60,528)
  31,173   22,069    1,889     -585   51,382   32,477   75,340   28,051  -14,812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     19.6      1.6     76.2     70.2     88.2     91.4     11.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      484)
      89       87       39      204      196      309      306
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      103,734
COMMITMENTS
   6,761    6,122        8   87,589   93,279   94,358   99,409    9,376    4,325

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -2,168)
     -71      -89       -1   -3,374   -1,934   -3,446   -2,024    1,278     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      5.9      0.0     84.4     89.9     91.0     95.8      9.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
       9        7        1       51       36       60       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       52,931
COMMITMENTS
   9,563    4,159      268   36,266   45,518   46,096   49,945    6,835    2,986

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      1,734)
   1,743     -703     -724     -416    2,764      603    1,337    1,131      397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      7.9      0.5     68.5     86.0     87.1     94.4     12.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      53       29       10       61       76      117      112
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      264,654
COMMITMENTS
  47,813   20,796    1,338  181,328  227,591  230,479  249,725   34,175   14,929

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      8,671)
   8,714   -3,514   -3,621   -2,079   13,819    3,014    6,684    5,657    1,987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      7.9      0.5     68.5     86.0     87.1     94.4     12.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      53       29       10       61       76      117      112
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      117,247
COMMITMENTS
  70,268   23,731    2,621   24,729   73,890   97,618  100,242   19,629   17,005

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      6,037)
   9,966   -3,934     -117   -5,238    8,889    4,611    4,838    1,426    1,199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.9     20.2      2.2     21.1     63.0     83.3     85.5     16.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      23       26        1       14       25       38       51
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       23,554
COMMITMENTS
   3,802    7,896        0   13,859    5,362   17,661   13,258    5,893   10,296

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        450)
     239     -464       -3      176      788      412      321       38      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     33.5      0.0     58.8     22.8     75.0     56.3     25.0     43.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        8        0       17        7       25       15
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       37,355
COMMITMENTS
   7,139    3,775    1,540   22,861   10,533   31,540   15,848    5,815   21,507

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      1,599)
     111    1,095      -64    1,271   -2,437    1,318   -1,406      281    3,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     10.1      4.1     61.2     28.2     84.4     42.4     15.6     57.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9        9        1       22       17       32       26
```

----

Updated January 6, 2012