```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED 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:        4,266
COMMITMENTS
      45      107       82    3,485    3,502    3,613    3,691      653      574

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        442)
      -4        4       18      398      400      412      423       30       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      2.5      1.9     81.7     82.1     84.7     86.5     15.3     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        3       16       13       20       16
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       51,204
COMMITMENTS
   7,530    3,750   11,075   26,613   25,006   45,218   39,831    5,986   11,373

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        658)
     -30      611     -215    1,403      688    1,158    1,085     -501     -427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      7.3     21.6     52.0     48.8     88.3     77.8     11.7     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      14       21       19       34       33       62       59
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      286,625
COMMITMENTS
  72,108   42,075   74,388  110,128  129,336  256,625  245,799   30,001   40,826

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      2,537)
   3,201    2,810   -1,270    1,034    2,394    2,965    3,934     -428   -1,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2     14.7     26.0     38.4     45.1     89.5     85.8     10.5     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
     104       74      115       61       78      226      228
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      417,639
COMMITMENTS
 110,410   41,068  116,419  159,151  189,564  385,980  347,051   31,659   70,588

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      4,213)
   1,205     -582    2,636    1,427      887    5,268    2,941   -1,056    1,272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      9.8     27.9     38.1     45.4     92.4     83.1      7.6     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      419)
     133       87      143      114      168      322      340
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        9,230
COMMITMENTS
   3,769    4,473    1,028    2,709    2,129    7,506    7,630    1,724    1,601

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        367)
     264      509       15      132     -189      412      335      -45       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.8     48.5     11.1     29.3     23.1     81.3     82.7     18.7     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      24       25       17       18       17       53       55
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       45,475
COMMITMENTS
  18,394    3,835   10,080    9,241   10,235   37,716   24,150    7,759   21,325

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      2,809)
   1,976      -44      847     -188      676    2,634    1,478      174    1,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.4      8.4     22.2     20.3     22.5     82.9     53.1     17.1     46.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      64       34       47       48       61      136      126
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED 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:        7,218
COMMITMENTS
       0    4,626        3    6,350    1,829    6,353    6,458      865      760

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     64.1      0.0     88.0     25.3     88.0     89.5     12.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        4        1       11        9       12       13
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED 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:      131,925
COMMITMENTS
   7,958      412    3,193  120,494  128,012  131,645  131,617      280      308

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      4,222)
     363     -191        0    3,717    4,508    4,080    4,317      142      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      0.3      2.4     91.3     97.0     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        1       15       16       18       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED 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:      129,111
COMMITMENTS
  25,097   53,596    2,826   72,655   50,137  100,578  106,558   28,534   22,553

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      2,668)
   2,073    2,148      325    2,721   -1,333    5,119    1,140   -2,450    1,528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     41.5      2.2     56.3     38.8     77.9     82.5     22.1     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      21       17        8       26       24       53       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       44,828
COMMITMENTS
   3,894   16,928    2,164   30,755    5,783   36,812   24,875    8,016   19,953

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        152)
    -504      331      283     -878      718   -1,099    1,332    1,251   -1,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     37.8      4.8     68.6     12.9     82.1     55.5     17.9     44.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6       19        5       14       13       23       34
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      218,870
COMMITMENTS
  23,308   65,500    4,042  176,922  111,065  204,273  180,608   14,597   38,263

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     14,904)
    -775    5,689    1,745   12,820    2,541   13,790    9,974    1,114    4,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     29.9      1.8     80.8     50.7     93.3     82.5      6.7     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      12       39       13       28       30       48       74
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      174,250
COMMITMENTS
  78,333   19,237    2,254   66,722  126,089  147,309  147,579   26,941   26,671

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      5,082)
   1,692    2,398      119    1,019    4,299    2,830    6,816    2,252   -1,734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.0     11.0      1.3     38.3     72.4     84.5     84.7     15.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      32       25       11       23       30       59       62
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      350,074
COMMITMENTS
  28,344  186,939   35,580  248,835   60,959  312,759  283,478   37,315   66,596

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     14,343)
  -2,434    3,019    5,420    9,046    3,207   12,032   11,646    2,311    2,697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1     53.4     10.2     71.1     17.4     89.3     81.0     10.7     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      32       89       45       54       51      117      154
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   12,787,672
COMMITMENTS
 603,541  666,992  5003196  6266402  6070258 11873139 11740446  914,533  1047225

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:    634,563)
 280,378  -95,492  260,473   45,328  448,199  586,180  613,181   48,384   21,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      5.2     39.1     49.0     47.5     92.8     91.8      7.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      56       48       89      141      144      244      241
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED 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:      892,966
COMMITMENTS
  59,325  102,885   68,501  635,773  615,363  763,600  786,749  129,366  106,217

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     22,338)
  -2,150    3,560   11,566    8,911    2,686   18,328   17,812    4,010    4,526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     11.5      7.7     71.2     68.9     85.5     88.1     14.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      541)
      91      121      101      232      232      384      393
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      308,928
COMMITMENTS
  13,258   17,856   26,731  196,800  210,655  236,789  255,241   72,139   53,687

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      9,899)
   3,339     -879    3,028    3,265    6,492    9,632    8,640      267    1,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      5.8      8.7     63.7     68.2     76.6     82.6     23.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      15       21       30       63       59       96       92
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    2,920,189
COMMITMENTS
 279,797  474,609  159,389  2194864  2023541  2634051  2657539  286,138  262,650

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     62,192)
 -18,030   31,608   33,279   28,230  -19,028   43,479   45,859   18,714   16,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     16.3      5.5     75.2     69.3     90.2     91.0      9.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      504)
      86      111       87      209      215      345      363
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED 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:      105,633
COMMITMENTS
   7,934    4,547      318   87,791   96,361   96,043  101,226    9,590    4,407

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      2,011)
     683     -384      165      735    1,906    1,583    1,687      428      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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       53       37       65       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED 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:       78,257
COMMITMENTS
  15,373    3,852    2,352   50,125   65,830   67,849   72,034   10,408    6,223

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      8,323)
   1,969      153      818    4,722    6,742    7,510    7,713      813      609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6      4.9      3.0     64.1     84.1     86.7     92.0     13.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      61       29       19       74       90      141      132
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED 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:       11,479
COMMITMENTS
   1,915      365        0    7,121    7,802    9,036    8,167    2,443    3,312

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      1,978)
     714        0        0    1,329    1,550    2,043    1,550      -65      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      3.2      0.0     62.0     68.0     78.7     71.1     21.3     28.9

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
OPTION AND FUTURES COMBINED 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:      333,889
COMMITMENTS
  76,773   26,920    2,275  215,018  290,141  294,066  319,336   39,823   14,553

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     31,724)
   9,787    4,273      581   16,967   25,961   27,335   30,815    4,389      908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      8.1      0.7     64.4     86.9     88.1     95.6     11.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      60       30       17       67       87      132      129
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      141,885
COMMITMENTS
  83,024   28,823    4,914   26,253   89,662  114,190  123,399   27,695   18,486

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      9,888)
   4,556    4,136     -109    3,215    6,585    7,662   10,613    2,226     -725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.5     20.3      3.5     18.5     63.2     80.5     87.0     19.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      29       22       11       18       29       55       54
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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