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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       42,255
COMMITMENTS
   3,715    3,272    7,408   25,498   22,245   36,622   32,925    5,634    9,331

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -6,414)
    -992       84   -2,098   -3,345   -4,352   -6,434   -6,367       21      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      7.7     17.5     60.3     52.6     86.7     77.9     13.3     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      17       14       17       37       32       62       56
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      227,326
COMMITMENTS
  52,009   18,199   59,233   93,265  112,898  204,506  190,329   22,821   36,997

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      1,033)
  -1,149   -1,623    2,823     -459    1,803    1,215    3,004     -182   -1,971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      8.0     26.1     41.0     49.7     90.0     83.7     10.0     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      78       69      104       62       72      208      196
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      408,326
COMMITMENTS
 132,013   25,702  114,089  133,558  193,676  379,660  333,467   28,667   74,859

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      3,398)
   2,410    6,071    1,256       85   -2,659    3,751    4,668     -353   -1,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.3      6.3     27.9     32.7     47.4     93.0     81.7      7.0     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      442)
     166       68      117       90      189      316      320
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       11,928
COMMITMENTS
   5,578    1,890    1,528    2,728    7,055    9,835   10,473    2,093    1,454

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:        620)
     459      -53      105      -14      482      549      534       71       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.8     15.8     12.8     22.9     59.2     82.5     87.8     17.5     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      41       16       10       25       35       75       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       54,416
COMMITMENTS
  20,478    4,113   13,797   12,269   11,780   46,544   29,690    7,872   24,726

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      2,094)
     979     -439    1,020      -17    1,132    1,982    1,713      112      381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.6      7.6     25.4     22.5     21.6     85.5     54.6     14.5     45.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      60       31       47       51       70      138      128
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       58,836
COMMITMENTS
  10,388        0    2,647   45,181   55,989   58,215   58,635      621      201

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:        106)
     315        0        1     -154      263      162      264      -56     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      0.0      4.5     76.8     95.2     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        0        2       11       13       17       15
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      129,178
COMMITMENTS
  65,241   27,223    3,162   15,948   81,232   84,351  111,617   44,827   17,561

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      8,186)
   7,029    3,489      531     -549    3,396    7,011    7,417    1,175      770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.5     21.1      2.4     12.3     62.9     65.3     86.4     34.7     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      47        9        9       19       29       69       44
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       50,734
COMMITMENTS
  24,568   10,906    1,407    3,354   29,401   29,330   41,714   21,404    9,020

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      1,363)
     146      951        1      -46      701      102    1,654    1,261     -291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.4     21.5      2.8      6.6     58.0     57.8     82.2     42.2     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      18        9        4        8       19       28       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      118,786
COMMITMENTS
  91,372   17,062        0   19,581  100,190  110,953  117,252    7,833    1,534

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -6,446)
  -5,292    2,644        0   -1,938   -9,425   -7,230   -6,781      784      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.9     14.4      0.0     16.5     84.3     93.4     98.7      6.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      65       12        0       14       22       79       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       93,438
COMMITMENTS
  17,653   30,299    5,311   52,169   31,814   75,132   67,423   18,306   26,015

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:        104)
  -2,158      -71     -294    2,829      -99      376     -465     -272      569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     32.4      5.7     55.8     34.0     80.4     72.2     19.6     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      14       24       15       27       28       50       58
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      141,486
COMMITMENTS
  66,057   27,245    6,344   40,667   78,244  113,068  111,833   28,418   29,653

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     18,778)
  15,875    6,560     -347    1,443   16,088   16,972   22,301    1,806   -3,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.7     19.3      4.5     28.7     55.3     79.9     79.0     20.1     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      39       37       20       27       29       74       78
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      213,418
COMMITMENTS
  34,859   57,929   38,177   89,236   63,562  162,272  159,668   51,146   53,750

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -1,680)
   1,381      111      456   -1,577   -1,458      260     -891   -1,940     -789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     27.1     17.9     41.8     29.8     76.0     74.8     24.0     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      51       71       64       42       46      130      144
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,443
COMMITMENTS
  21,162   10,431        0    2,210   15,002   23,372   25,433    3,071    1,010

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      1,353)
   2,592      -24        0   -1,781    1,568      811    1,544      542     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.0     39.4      0.0      8.4     56.7     88.4     96.2     11.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      17       10        0        7       10       24       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,832,630
COMMITMENTS
 655,133  206,269  4089909  6240243  6644521 10985285 10940699  847,345  891,931

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    432,152)
  69,886   14,548  243,244   69,298  188,302  382,427  446,094   49,725  -13,942

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      1.7     34.6     52.7     56.2     92.8     92.5      7.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      71       46       99      127      136      246      242
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      893,694
COMMITMENTS
  74,200   78,160   55,209  633,854  664,563  763,264  797,933  130,430   95,762

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     23,100)
   3,810    3,117    4,828   11,483   17,253   20,120   25,198    2,979   -2,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      8.7      6.2     70.9     74.4     85.4     89.3     14.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      540)
     108      114       84      230      220      386      370
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      351,950
COMMITMENTS
  22,589   20,247   30,326  213,976  255,929  266,891  306,502   85,059   45,448

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     12,093)
  -1,018    1,003    4,017    6,774    5,736    9,772   10,755    2,321    1,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      5.8      8.6     60.8     72.7     75.8     87.1     24.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      21       25       28       67       63      105       99
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,708,723
COMMITMENTS
 281,834  313,347  100,640  2099393  2043167  2481866  2457154  226,857  251,569

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     55,031)
  18,298    4,732    9,893   23,548   57,587   51,739   72,213    3,291  -17,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     11.6      3.7     77.5     75.4     91.6     90.7      8.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      485)
      95      102       70      205      200      340      332
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       97,902
COMMITMENTS
  13,910    6,946      510   72,386   87,758   86,806   95,214   11,095    2,687

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -868)
     224      380      318   -1,457   -1,102     -915     -404       47     -464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      7.1      0.5     73.9     89.6     88.7     97.3     11.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      14        6        2       42       41       57       48
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       86,146
COMMITMENTS
  25,971    6,156    3,809   46,454   72,483   76,235   82,448    9,911    3,697

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     11,081)
   2,756     -731    2,174    4,634    9,229    9,564   10,672    1,517      409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.1      7.1      4.4     53.9     84.1     88.5     95.7     11.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      83       26       11       78       77      165      110
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       13,211
COMMITMENTS
   4,325        0        0    5,536   12,020    9,861   12,020    3,350    1,191

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      3,793)
   2,353     -471        0    1,322    4,019    3,675    3,548      118      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7      0.0      0.0     41.9     91.0     74.6     91.0     25.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        0        6       10       10       10
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      364,673
COMMITMENTS
 124,505   47,054    2,772  204,591  302,315  331,868  352,141   32,805   12,531

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     36,440)
  12,886    9,575       -2   16,561   26,049   29,445   35,622    6,995      818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1     12.9      0.8     56.1     82.9     91.0     96.6      9.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      80       27       10       77       76      161      109
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      129,238
COMMITMENTS
  73,527   11,162    4,926   16,603   99,587   95,057  115,675   34,181   13,563

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -2,487)
  -2,099       68      310      172   -1,583   -1,617   -1,205     -870   -1,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.9      8.6      3.8     12.8     77.1     73.6     89.5     26.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      39       10       13       16       22       58       42
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       39,695
COMMITMENTS
   9,988   13,047        2   19,475    7,364   29,465   20,413   10,230   19,282

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      1,100)
     579      705        0      346      357      925    1,062      175       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2     32.9      0.0     49.1     18.6     74.2     51.4     25.8     48.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15       14        1       20       10       36       24
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       48,172
COMMITMENTS
  14,940    6,898      420   21,624   23,624   36,984   30,942   11,188   17,230

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      4,238)
   3,085      668      171     -313    2,537    2,943    3,376    1,295      862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.0     14.3      0.9     44.9     49.0     76.8     64.2     23.2     35.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      16        7        2       16       20       33       28
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       27,363
COMMITMENTS
   4,834      737      340   18,428   24,299   23,602   25,376    3,761    1,987

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -306)
     172     -200      -25     -677     -197     -530     -422      224      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      2.7      1.2     67.3     88.8     86.3     92.7     13.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        1       19       24       24       28
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       38,064
COMMITMENTS
  13,257    2,195        6   17,322   34,482   30,585   36,683    7,479    1,381

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:        174)
    -732      275        0      385      -86     -347      189      521      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.8      5.8      0.0     45.5     90.6     80.4     96.4     19.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      15        4        1       19       19       35       23
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       14,817
COMMITMENTS
   4,149    3,469       14    9,093   11,071   13,256   14,554    1,561      263

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0     23.4      0.1     61.4     74.7     89.5     98.2     10.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        3        1        5        2       18        5
```

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Updated January 7, 2011