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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,851
COMMITMENTS
      45      131       21    3,173    3,163    3,239    3,315      612      536

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        372)
      -6       23        5      351      300      350      328       22       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      3.4      0.5     82.4     82.1     84.1     86.1     15.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        3       14       12       18       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,690
COMMITMENTS
   6,528    8,044    1,224   19,911   18,077   27,663   27,345    5,027    5,345

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        887)
       8      147       62    1,123      824    1,193    1,033     -306     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     24.6      3.7     60.9     55.3     84.6     83.6     15.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      11       22       11       23       24       44       47
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      240,206
COMMITMENTS
  73,690   56,972   35,866  103,058  112,102  212,614  204,940   27,592   35,266

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      2,169)
   3,180    2,640   -1,789    1,195    2,698    2,586    3,549     -417   -1,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     23.7     14.9     42.9     46.7     88.5     85.3     11.5     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      97       77      103       49       75      203      221
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      333,881
COMMITMENTS
 111,148   68,472   47,173  146,591  157,568  304,912  273,213   28,969   60,668

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        521)
    -292       49      618    1,208   -1,199    1,534     -532   -1,013    1,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     20.5     14.1     43.9     47.2     91.3     81.8      8.7     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     125       87      124       86      159      281      319
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,111
COMMITMENTS
   3,792    4,481      953    2,690    2,108    7,435    7,542    1,676    1,569

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        330)
     281      500      -11      116     -193      386      296      -56       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6     49.2     10.5     29.5     23.1     81.6     82.8     18.4     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      26       23       14       18       17       52       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       39,995
COMMITMENTS
  18,408    6,544    5,550    8,833    9,207   32,791   21,301    7,204   18,694

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      2,314)
   2,046      280      326     -219      637    2,153    1,243      161    1,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.0     16.4     13.9     22.1     23.0     82.0     53.3     18.0     46.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      54       37       36       37       53      115      112
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      126,321
COMMITMENTS
   7,958      412    3,193  114,890  122,408  126,041  126,013      280      308

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      5,265)
     363     -191        0    4,760    5,551    5,123    5,360      142      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      0.3      2.5     91.0     96.9     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        1       15       15       18       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      123,101
COMMITMENTS
  25,118   53,848    1,068   70,249   47,130   96,435  102,046   26,666   21,055

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      2,104)
   2,079    2,160      205    2,343   -1,769    4,627      596   -2,523    1,508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     43.7      0.9     57.1     38.3     78.3     82.9     21.7     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      21       15        2       23       22       45       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       41,577
COMMITMENTS
   4,649   17,471       26   29,624    4,792   34,299   22,289    7,278   19,288

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:       -292)
    -463      262       17   -1,082      577   -1,528      856    1,236   -1,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     42.0      0.1     71.3     11.5     82.5     53.6     17.5     46.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8       17        2       13       10       21       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      130,393
COMMITMENTS
  24,219   41,547       32  103,179   84,011  127,430  125,590    2,963    4,803

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      6,548)
    -928   -5,932      -69    7,616   12,997    6,619    6,996      -71     -448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     31.9      0.0     79.1     64.4     97.7     96.3      2.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      23       39        1       18       25       42       64
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      211,418
COMMITMENTS
  23,373   65,007      602  174,545  108,900  198,520  174,509   12,898   36,909

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     11,563)
    -671    5,110     -176   11,954    1,922   11,107    6,856      456    4,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     30.7      0.3     82.6     51.5     93.9     82.5      6.1     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      11       39        3       25       27       38       67
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      168,070
COMMITMENTS
  78,355   19,493       32   64,244  124,129  142,631  143,654   25,439   24,416

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      4,537)
   1,684    2,479       25      796    3,953    2,505    6,457    2,032   -1,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.6     11.6      0.0     38.2     73.9     84.9     85.5     15.1     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      28       25        2       15       29       45       54
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      300,962
COMMITMENTS
  28,396  188,426    1,361  238,254   51,069  268,011  240,856   32,951   60,106

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      6,699)
  -1,374    3,461      230    6,489      966    5,345    4,657    1,354    2,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     62.6      0.5     79.2     17.0     89.1     80.0     10.9     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      27       83       13       46       44       84      129
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       20,955
COMMITMENTS
  16,195    6,740      366    1,478   12,208   18,039   19,314    2,916    1,641

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      6,782)
   5,537    1,111        0      936    5,820    6,473    6,931      309     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.3     32.2      1.7      7.1     58.3     86.1     92.2     13.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13       13        2        1        9       15       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,833,803
COMMITMENTS
 658,697  674,425  1435799  4886798  4752049  6981294  6862273  852,509  971,530

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:    171,089)
 296,396 -131,736  -92,453  -77,409  377,918  126,534  153,729   44,555   17,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      8.6     18.3     62.4     60.7     89.1     87.6     10.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      50       40       68      127      129      214      210
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      766,599
COMMITMENTS
  59,805  105,451   20,546  563,699  543,855  644,050  669,852  122,549   96,747

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     10,758)
  -1,635    4,978    4,011    5,149   -2,094    7,525    6,895    3,233    3,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     13.8      2.7     73.5     70.9     84.0     87.4     16.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      513)
      83      104       52      219      221      332      347
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      241,768
COMMITMENTS
  13,027   17,309    1,269  159,149  173,748  173,445  192,326   68,323   49,442

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      4,366)
   3,639   -1,130      129      487    3,861    4,255    2,860      111    1,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      7.2      0.5     65.8     71.9     71.7     79.5     28.3     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      11       10        6       52       50       67       62
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,624,154
COMMITMENTS
 281,816  488,637   48,458  2022752  1850535  2353026  2387630  271,128  236,524

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     31,959)
 -16,492   40,419    9,534   23,309  -29,777   16,351   20,176   15,608   11,783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     18.6      1.8     77.1     70.5     89.7     91.0     10.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      490)
      81      103       43      198      204      301      328
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      105,621
COMMITMENTS
   7,934    4,547      318   87,781   96,359   96,033  101,224    9,588    4,397

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      2,006)
     683     -384      165      730    1,906    1,578    1,687      428      319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      4.3      0.3     83.1     91.2     90.9     95.8      9.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      12        6        1       52       37       64       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       77,129
COMMITMENTS
  15,374    3,863    2,163   49,293   65,035   66,830   71,061   10,299    6,068

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      7,971)
   1,969      171      737    4,448    6,489    7,154    7,397      817      574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9      5.0      2.8     63.9     84.3     86.6     92.1     13.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      60       29       13       70       88      134      126
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       11,477
COMMITMENTS
   1,915      365        0    7,121    7,802    9,036    8,167    2,441    3,310

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      1,977)
     714        0        0    1,329    1,550    2,043    1,550      -66      427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      3.2      0.0     62.0     68.0     78.7     71.2     21.3     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       10       10       12       11
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      328,260
COMMITMENTS
  76,778   26,974    1,329  210,861  286,166  288,968  314,469   39,292   13,791

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     29,970)
   9,786    4,364      176   15,594   24,694   25,556   29,234    4,414      736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4      8.2      0.4     64.2     87.2     88.0     95.8     12.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      59       30       11       62       85      124      123
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      135,321
COMMITMENTS
  83,346   29,040    2,628   23,025   87,121  108,999  118,789   26,322   16,532

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      9,407)
   4,625    3,845        5    2,499    6,472    7,129   10,322    2,278     -915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.6     21.5      1.9     17.0     64.4     80.5     87.8     19.5     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      27       21        2       11       27       40       48
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       23,372
COMMITMENTS
   4,638    7,399        3   13,055    5,169   17,696   12,571    5,676   10,801

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        201)
     756   -1,091        1     -414      -25      343   -1,115     -142    1,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     31.7      0.0     55.9     22.1     75.7     53.8     24.3     46.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        8        1       17        6       24       15
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       38,709
COMMITMENTS
   6,774    1,828    2,270   24,388   12,081   33,432   16,179    5,277   22,530

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        -14)
    -601   -1,062      -48      445     -834     -204   -1,944      190    1,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      4.7      5.9     63.0     31.2     86.4     41.8     13.6     58.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10        6        1       19       19       29       26
```

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Updated January 20, 2012