```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED 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:        3,824
COMMITMENTS
      49      103       64    3,088    3,101    3,201    3,269      623      555

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        115)
      -1        3        2      222      189      223      194     -108      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      2.7      1.7     80.7     81.1     83.7     85.5     16.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        3       15       12       19       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       50,547
COMMITMENTS
   7,560    3,139   11,290   25,210   24,318   44,060   38,746    6,487   11,800

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      1,973)
      34      350      184    1,180    1,815    1,398    2,349      574     -377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      6.2     22.3     49.9     48.1     87.2     76.7     12.8     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      16       17       19       33       33       61       57
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      284,089
COMMITMENTS
  68,908   39,265   75,659  109,094  126,942  253,660  241,866   30,429   42,223

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      6,904)
     631    4,469    5,102   -1,352   -4,658    4,380    4,913    2,523    1,991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     13.8     26.6     38.4     44.7     89.3     85.1     10.7     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      98       79      125       64       78      225      239
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      413,426
COMMITMENTS
 109,206   41,650  113,783  157,723  188,677  380,712  344,110   32,714   69,316

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     14,153)
   2,877    7,248    6,040    1,007   -3,582    9,924    9,706    4,229    4,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     10.1     27.5     38.2     45.6     92.1     83.2      7.9     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     119       92      137      108      163      304      331
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        8,864
COMMITMENTS
   3,505    3,964    1,013    2,577    2,318    7,094    7,294    1,770    1,569

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        141)
     -10      302      123       74      -21      187      404      -46     -263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.5     44.7     11.4     29.1     26.1     80.0     82.3     20.0     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      18       27       15       17       20       47       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       42,666
COMMITMENTS
  16,418    3,879    9,233    9,429    9,559   35,081   22,672    7,585   19,994

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      3,095)
     945      715    1,113      252      857    2,311    2,685      784      410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5      9.1     21.6     22.1     22.4     82.2     53.1     17.8     46.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      55       37       47       44       58      126      123
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED 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:      127,704
COMMITMENTS
   7,595      603    3,193  116,778  123,505  127,566  127,301      138      403

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -4,475)
       0     -621        0   -4,556   -3,839   -4,556   -4,460       81      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.5      2.5     91.4     96.7     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        1       15       15       17       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED 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:      126,443
COMMITMENTS
  23,024   51,447    2,501   69,934   51,470   95,459  105,418   30,984   21,025

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:       -251)
  -4,537      263     -887    2,785    2,760   -2,639    2,136    2,387   -2,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     40.7      2.0     55.3     40.7     75.5     83.4     24.5     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      18       18        8       25       24       48       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       44,676
COMMITMENTS
   4,398   16,597    1,881   31,633    5,065   37,911   23,543    6,765   21,133

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      4,238)
   1,157      899       12    4,950    1,103    6,119    2,014   -1,881    2,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     37.1      4.2     70.8     11.3     84.9     52.7     15.1     47.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7       17        4       14       12       23       31
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      203,966
COMMITMENTS
  24,083   59,812    2,298  164,102  108,524  190,483  170,634   13,483   33,333

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      5,412)
  -3,702      468     -305    9,266    1,161    5,259    1,324      153    4,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     29.3      1.1     80.5     53.2     93.4     83.7      6.6     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      12       36       12       25       27       46       66
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      169,167
COMMITMENTS
  76,641   16,838    2,134   65,703  121,790  144,479  140,763   24,689   28,405

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      2,507)
   3,611      600   -1,051   -2,014    3,199      546    2,748    1,961     -241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.3     10.0      1.3     38.8     72.0     85.4     83.2     14.6     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      31       22       11       22       30       57       59
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      335,731
COMMITMENTS
  30,778  183,920   30,160  239,789   57,752  300,727  271,832   35,003   63,898

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      6,268)
  -9,647    5,751   -2,757   15,606    1,151    3,203    4,145    3,065    2,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     54.8      9.0     71.4     17.2     89.6     81.0     10.4     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      32       89       46       55       51      119      154
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   12,153,109
COMMITMENTS
 323,163  762,484  4742722  6221074  5622059 11286959 11127266  866,149  1025843

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    367,198)
 107,138   27,362  294,534 -131,356   61,221  270,316  383,116   96,882  -15,918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      6.3     39.0     51.2     46.3     92.9     91.6      7.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      43       64       97      138      141      241      247
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED 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:      870,628
COMMITMENTS
  61,475   99,325   56,935  626,861  612,677  745,272  768,937  125,357  101,691

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    -14,486)
   4,422    6,652  -17,657    8,697   10,188   -4,538     -818   -9,948  -13,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     11.4      6.5     72.0     70.4     85.6     88.3     14.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      551)
     100      125       96      234      228      391      392
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      299,029
COMMITMENTS
   9,919   18,735   23,703  193,535  204,163  227,157  246,601   71,872   52,428

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -5,368)
 -23,794   -2,095    4,890   11,800    5,330   -7,105    8,125    1,737  -13,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      6.3      7.9     64.7     68.3     76.0     82.5     24.0     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      13       21       29       63       60       94       92
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    2,857,997
COMMITMENTS
 297,827  443,001  126,111  2166634  2042569  2590572  2611681  267,425  246,316

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    -45,592)
  22,748  -74,597    5,596  -15,514   24,287   12,831  -44,714  -58,423     -878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     15.5      4.4     75.8     71.5     90.6     91.4      9.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      515)
      97      115       83      209      209      352      361
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED 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:      103,622
COMMITMENTS
   7,251    4,931      153   87,056   94,455   94,460   99,539    9,162    4,083

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:       -118)
     490   -1,191      145     -533    1,176      102      130     -221     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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       53       37       63       46
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED 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:       69,934
COMMITMENTS
  13,403    3,699    1,534   45,402   59,088   60,339   64,321    9,595    5,613

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     16,403)
   3,827     -466    1,177    8,703   13,146   13,708   13,857    2,695    2,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2      5.3      2.2     64.9     84.5     86.3     92.0     13.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      53       28       16       74       86      135      122
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED 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:        9,501
COMMITMENTS
   1,201      365        0    5,792    6,252    6,993    6,617    2,508    2,884

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      3.8      0.0     61.0     65.8     73.6     69.6     26.4     30.4

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
OPTION AND FUTURES COMBINED 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:      302,165
COMMITMENTS
  66,986   22,647    1,694  198,051  264,180  266,732  288,521   35,434   13,645

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     34,508)
  19,107    1,819      -89   14,557   34,471   33,575   36,201      933   -1,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2      7.5      0.6     65.5     87.4     88.3     95.5     11.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      52       29       14       66       83      125      119
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      131,997
COMMITMENTS
  78,467   24,687    5,023   23,038   83,076  106,528  112,786   25,468   19,211

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      4,381)
   8,604    1,462   -2,004   -6,232    4,888      368    4,346    4,013       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.4     18.7      3.8     17.5     62.9     80.7     85.4     19.3     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      26       22       11       19       28       53       53
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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