```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,069
COMMITMENTS
     321      110       99    3,974    4,286    4,394    4,495      675      574

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        803)
     276        3       16      488      784      781      803       22       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      2.2      1.9     78.4     84.6     86.7     88.7     13.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        3       16       13       22       16
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       51,939
COMMITMENTS
   6,728    3,364   11,380   28,006   25,487   46,114   40,230    5,825   11,709

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        735)
    -802     -386      305    1,393      481      897      399     -161      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      6.5     21.9     53.9     49.1     88.8     77.5     11.2     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      13       18       19       36       33       60       59
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      296,676
COMMITMENTS
  75,245   43,511   78,643  112,161  135,109  266,049  257,263   30,627   39,413

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     10,051)
   3,137    1,436    4,254    2,033    5,774    9,424   11,464      627   -1,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4     14.7     26.5     37.8     45.5     89.7     86.7     10.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      97       79      114       62       78      224      230
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      429,362
COMMITMENTS
 117,927   39,505  121,593  157,748  195,708  397,268  356,807   32,095   72,556

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     11,724)
   7,516   -1,563    5,174   -1,402    6,145   11,288    9,756      436    1,968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5      9.2     28.3     36.7     45.6     92.5     83.1      7.5     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      429)
     132       98      141      117      171      328      345
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,792
COMMITMENTS
   3,911    4,784    1,309    2,641    1,927    7,860    8,020    1,932    1,772

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        562)
     141      311      281      -68     -202      354      390      208      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.9     48.9     13.4     27.0     19.7     80.3     81.9     19.7     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      27       28       18       15       17       54       58
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       49,752
COMMITMENTS
  20,711    3,930   12,095    9,088   10,875   41,894   26,900    7,858   22,852

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      4,277)
   2,316       95    2,015     -153      640    4,179    2,750       99    1,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.6      7.9     24.3     18.3     21.9     84.2     54.1     15.8     45.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      75       35       51       45       62      145      132
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,775
COMMITMENTS
       0    4,864        4    7,022    1,999    7,026    6,867      749      907

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        557)
       0      238        1      672      171      673      410     -117      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     62.6      0.1     90.3     25.7     90.4     88.3      9.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        4        1       13        9       14       13
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      125,884
COMMITMENTS
   9,025      416    3,193  113,405  122,065  125,623  125,674      261      210

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     -6,042)
   1,067        4        0   -7,090   -5,948   -6,023   -5,944      -19      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.3      2.5     90.1     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 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      123,832
COMMITMENTS
  29,751   48,608    3,174   57,929   51,259   90,855  103,042   32,977   20,790

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     -5,279)
   4,654   -4,987      349  -14,725    1,123   -9,722   -3,516    4,444   -1,763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     39.3      2.6     46.8     41.4     73.4     83.2     26.6     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      27       16        8       24       24       57       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       42,039
COMMITMENTS
   4,620   17,124    1,707   25,653    5,972   31,980   24,803   10,059   17,236

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     -2,789)
     726      196     -456   -5,102      189   -4,832      -72    2,043   -2,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     40.7      4.1     61.0     14.2     76.1     59.0     23.9     41.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8       17        4       14       13       24       32
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      142,514
COMMITMENTS
  36,512   29,094        0  102,053  108,512  138,565  137,606    3,949    4,908

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     12,121)
  12,293  -12,453      -32   -1,126   24,501   11,135   12,016      986      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6     20.4      0.0     71.6     76.1     97.2     96.6      2.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      30       30        0       17       24       47       54
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      196,314
COMMITMENTS
  16,116   48,452    2,413  161,891  112,504  180,420  163,369   15,894   32,946

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:    -22,556)
  -7,192  -17,048   -1,629  -15,031    1,438  -23,853  -17,239    1,297   -5,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     24.7      1.2     82.5     57.3     91.9     83.2      8.1     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      14       39       15       28       30       54       72
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      160,919
COMMITMENTS
  66,165   21,639    2,735   68,662  103,929  137,562  128,303   23,357   32,616

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:    -13,331)
 -12,168    2,402      481    1,940  -22,160   -9,747  -19,276   -3,584    5,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.1     13.4      1.7     42.7     64.6     85.5     79.7     14.5     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      27       28       13       23       31       54       68
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      361,868
COMMITMENTS
  30,864  200,604   32,269  261,129   61,562  324,262  294,435   37,607   67,433

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     11,795)
   2,520   13,665   -3,311   12,294      603   11,503   10,957      292      837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     55.4      8.9     72.2     17.0     89.6     81.4     10.4     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      30       86       44       57       54      117      154
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       25,569
COMMITMENTS
  20,232    7,300      366    1,715   16,265   22,313   23,931    3,256    1,638

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      4,614)
   4,037      560        0      237    4,057    4,274    4,617      340       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    79.1     28.6      1.4      6.7     63.6     87.3     93.6     12.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      18       12        2        3        9       22       22
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,744,817
COMMITMENTS
 659,204  619,342  4911636  6220258  6201563 11791098 11732541  953,719  1012276

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:    -42,855)
  55,663  -47,650  -91,560  -46,144  131,305  -82,041   -7,906   39,186  -34,949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      4.9     38.5     48.8     48.7     92.5     92.1      7.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      58       54       94      142      147      254      248
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      900,960
COMMITMENTS
  64,397  104,462   70,193  631,803  615,202  766,393  789,858  134,568  111,103

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      7,994)
   5,072    1,577    1,691   -3,970     -160    2,793    3,108    5,201    4,886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     11.6      7.8     70.1     68.3     85.1     87.7     14.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      543)
      97      117       94      233      227      382      387
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      321,243
COMMITMENTS
  18,271   18,974   26,294  204,048  218,742  248,612  264,010   72,631   57,233

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     12,315)
   5,012    1,119     -437    7,247    8,087   11,823    8,769      492    3,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      5.9      8.2     63.5     68.1     77.4     82.2     22.6     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      14       18       25       64       60       92       89
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,898,586
COMMITMENTS
 312,973  509,782  137,151  2138778  1982304  2588902  2629238  309,684  269,349

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:    -21,603)
  33,176   35,173  -22,238  -56,086  -41,237  -45,149  -28,302   23,546    6,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     17.6      4.7     73.8     68.4     89.3     90.7     10.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      512)
      93      109       83      212      214      349      363
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      109,146
COMMITMENTS
   9,371    5,603      321   88,276   98,752   97,968  104,676   11,178    4,470

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      3,513)
   1,437    1,056        3      484    2,391    1,924    3,450    1,588       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      5.1      0.3     80.9     90.5     89.8     95.9     10.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      12        7        1       51       36       63       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       91,953
COMMITMENTS
  22,749    3,921    4,107   53,304   77,081   80,160   85,109   11,793    6,844

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     13,696)
   7,376       70    1,755    3,180   11,250   12,311   13,075    1,385      621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      4.3      4.5     58.0     83.8     87.2     92.6     12.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      70       34       14       80       84      157      125
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       16,020
COMMITMENTS
   3,760      856        0    9,573   11,096   13,333   11,952    2,687    4,068

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      4,541)
   1,845      491        0    2,452    3,294    4,297    3,785      244      756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      5.3      0.0     59.8     69.3     83.2     74.6     16.8     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       11       11       13       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      379,665
COMMITMENTS
 113,743   34,127    1,735  218,657  329,923  334,135  365,785   45,530   13,880

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     45,776)
  36,971    7,208     -540    3,639   39,782   40,069   46,450    5,707     -673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.0      9.0      0.5     57.6     86.9     88.0     96.3     12.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      70       34       12       73       82      148      123
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      149,927
COMMITMENTS
  90,631   22,445    6,276   23,139  101,564  120,045  130,285   29,882   19,643

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      8,043)
   7,607   -6,378    1,362   -3,114   11,902    5,855    6,886    2,188    1,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.4     15.0      4.2     15.4     67.7     80.1     86.9     19.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      36       21       13       19       31       64       56
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       22,907
COMMITMENTS
   3,508    6,364        0   13,858    5,935   17,366   12,299    5,541   10,608

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:       -465)
  -1,130   -1,035       -3      803      766     -330     -272     -135     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     27.8      0.0     60.5     25.9     75.8     53.7     24.2     46.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        9        0       17        6       23       15
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       43,607
COMMITMENTS
   9,870    1,771    3,213   23,412   12,371   36,495   17,355    7,112   26,252

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      4,898)
   3,096      -57      943     -976      290    3,063    1,176    1,835    3,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6      4.1      7.4     53.7     28.4     83.7     39.8     16.3     60.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      14        5        4       20       18       34       27
```

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Updated January 27, 2012