BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,254
COMMITMENTS
     201       70        0    1,538    1,533    1,739    1,603      515      651

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      3.1      0.0     68.2     68.0     77.2     71.1     22.8     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       12       11       14       12
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,397
COMMITMENTS
   4,265    6,869      825   24,421   21,444   29,511   29,138    3,886    4,259

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      1,051)
      10      290      122    1,454      372    1,586      784     -535      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     20.6      2.5     73.1     64.2     88.4     87.2     11.6     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      12       21       14       32       30       53       57
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      205,071
COMMITMENTS
  52,228   29,337   39,264   91,790  100,991  183,282  169,592   21,789   35,479

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:     10,750)
   4,999   -3,770    4,990   -1,383    8,305    8,606    9,525    2,144    1,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     14.3     19.1     44.8     49.2     89.4     82.7     10.6     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      70       77       88       53       67      186      183
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      325,248
COMMITMENTS
 126,817   46,895   46,803  125,021  167,280  298,641  260,978   26,607   64,270

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:       -123)
   1,763    4,027   -1,773   -1,613   -2,955   -1,623     -701    1,500      578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     14.4     14.4     38.4     51.4     91.8     80.2      8.2     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
     139       63      100       69      181      266      299
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       11,117
COMMITMENTS
   5,104    1,987    1,295    2,732    6,511    9,131    9,793    1,986    1,324

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:        984)
     716      375      113      142      651      971    1,139       13     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     17.9     11.6     24.6     58.6     82.1     88.1     17.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      38       15       11       19       35       67       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       47,185
COMMITMENTS
  19,440    6,978    8,516   12,101    9,567   40,057   25,061    7,128   22,124

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      3,334)
     676     -173    1,538    1,118      931    3,332    2,296        2    1,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2     14.8     18.0     25.6     20.3     84.9     53.1     15.1     46.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      55       32       35       36       59      113      111
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       58,622
COMMITMENTS
  10,030        0    2,580   45,335   55,683   57,945   58,263      677      359

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      1,871)
   1,616        0    2,500    8,011     -304   12,127    2,196  -10,256     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      0.0      4.4     77.3     95.0     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        0        1       11       13       17       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      113,223
COMMITMENTS
  58,142   23,355       20   13,470   75,069   71,632   98,444   41,591   14,779

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:     21,929)
  18,477    8,638       20      494   11,242   18,991   19,900    2,938    2,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.4     20.6      0.0     11.9     66.3     63.3     86.9     36.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      40       11        1       12       27       52       39
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       46,356
COMMITMENTS
  24,349   10,347       90    2,446   27,467   26,885   37,904   19,471    8,452

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      1,652)
  -1,016   -2,491       13      -83    5,030   -1,086    2,552    2,738     -900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.5     22.3      0.2      5.3     59.3     58.0     81.8     42.0     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      17       10        1        5       18       22       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      125,232
COMMITMENTS
  96,664   14,418        0   21,519  109,615  118,183  124,033    7,049    1,199

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      8,900)
   7,598    3,354        0      657    5,685    8,255    9,039      645     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.2     11.5      0.0     17.2     87.5     94.4     99.0      5.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      55       12        0       15       21       70       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       82,141
COMMITMENTS
  18,294   31,415       15   46,533   26,113   64,842   57,543   17,299   24,598

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:     12,934)
   3,715    9,404       15    9,720      424   13,450    9,843     -516    3,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     38.2      0.0     56.7     31.8     78.9     70.1     21.1     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      12       29        1       25       23       38       52
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      109,343
COMMITMENTS
  49,941   20,300      219   35,204   59,053   85,364   79,572   23,979   29,771

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:     19,271)
  15,698   -1,414      -49   -1,370   20,110   14,279   18,647    4,992      624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.7     18.6      0.2     32.2     54.0     78.1     72.8     21.9     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      28       32        2       16       24       46       56
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      162,312
COMMITMENTS
  33,833   60,312      852   80,025   52,498  114,710  113,662   47,602   48,650

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      6,176)
  -4,771    7,615      181   11,284   -2,410    6,694    5,386     -518      790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     37.2      0.5     49.3     32.3     70.7     70.0     29.3     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      37       50       12       37       37       80       94
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       25,090
COMMITMENTS
  18,570   10,455        0    3,991   13,434   22,561   23,889    2,529    1,201

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:          9)
     790       41        0   -1,159      108     -369      149      378     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.0     41.7      0.0     15.9     53.5     89.9     95.2     10.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      15       12        0       11        8       26       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,051,004
COMMITMENTS
 674,813  386,970  758,484  4873568  5058183  6306865  6203637  744,139  847,367

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:    -12,585)
  17,011   -1,334    7,143  -32,492    3,652   -8,338    9,461   -4,247  -22,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      5.5     10.8     69.1     71.7     89.4     88.0     10.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      50       36       68      109      118      198      192
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      769,754
COMMITMENTS
  68,750   74,162   13,088  568,053  594,361  649,891  681,610  119,863   88,143

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:     11,418)
  -2,281    3,205    3,118   12,077    2,651   12,914    8,974   -1,496    2,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      9.6      1.7     73.8     77.2     84.4     88.5     15.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      499)
      92      100       41      201      201      318      317
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      273,812
COMMITMENTS
  20,190   18,278    1,699  174,298  215,835  196,187  235,812   77,625   38,000

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      2,648)
     527      914      763    1,918    1,483    3,208    3,160     -560     -512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      6.7      0.6     63.7     78.8     71.7     86.1     28.3     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      13       17        5       50       57       66       76
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,479,708
COMMITMENTS
 272,250  308,872   27,492  1968777  1892628  2268519  2228992  211,189  250,716

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:     43,850)
 -10,363   15,135    8,097   50,795    5,838   48,529   29,070   -4,679   14,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     12.5      1.1     79.4     76.3     91.5     89.9      8.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      459)
      88       93       35      175      181      282      290
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       98,767
COMMITMENTS
  13,686    6,566      192   73,841   88,860   87,719   95,618   11,048    3,149

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:        258)
      13     -365      -35      240      546      218      146       40      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      6.6      0.2     74.8     90.0     88.8     96.8     11.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      14        6        1       41       39       55       46
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       74,063
COMMITMENTS
  23,053    6,810    1,354   41,366   62,760   65,772   70,923    8,291    3,140

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      7,352)
  -1,849     -629    1,110    4,958    6,660    4,218    7,140    3,134      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1      9.2      1.8     55.9     84.7     88.8     95.8     11.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      72       27        9       68       73      144      105
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:        9,411
COMMITMENTS
   1,972      471        0    4,214    8,001    6,186    8,472    3,225      939

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:    -20,931)
  -7,581   -1,049      -10  -10,250  -19,206  -17,841  -20,265   -3,090     -666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      5.0      0.0     44.8     85.0     65.7     90.0     34.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        0        5       11        9       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      323,261
COMMITMENTS
 110,803   37,095    1,368  185,758  273,793  297,929  312,256   25,332   11,005

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:    -10,294)
 -13,706     -102      148    3,720   -6,707   -9,838   -6,661     -456   -3,633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     11.5      0.4     57.5     84.7     92.2     96.6      7.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      68       27        7       66       71      138      101
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      124,005
COMMITMENTS
  76,857   12,541      118   13,244   98,213   90,219  110,872   33,786   13,133

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      8,998)
   6,982    3,216        1   -1,087    4,732    5,896    7,949    3,102    1,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.0     10.1      0.1     10.7     79.2     72.8     89.4     27.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      34       11        2       10       18       45       30
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       38,595
COMMITMENTS
   9,409   12,342        2   19,129    7,007   28,540   19,351   10,055   19,244

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:       -704)
    -162     -456        0      216      851       54      395     -758   -1,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     32.0      0.0     49.6     18.2     73.9     50.1     26.1     49.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      14       12        1       20        9       35       21
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       43,934
COMMITMENTS
  11,855    6,230      249   21,937   21,087   34,041   27,566    9,893   16,368

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:     -2,519)
  -1,950     -335      -84     -415      425   -2,449        6      -70   -2,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     14.2      0.6     49.9     48.0     77.5     62.7     22.5     37.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      13        5        2       18       17       32       23
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       27,669
COMMITMENTS
   4,662      937      365   19,105   24,496   24,132   25,798    3,537    1,871

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:        -26)
    -186      200        0      404     -290      218      -90     -244       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      3.4      1.3     69.0     88.5     87.2     93.2     12.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        4        1       20       24       26       29
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       37,890
COMMITMENTS
  13,989    1,920        6   16,937   34,568   30,932   36,494    6,958    1,396

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:       -428)
     214        0        0     -442       22     -228       22     -200     -450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9      5.1      0.0     44.7     91.2     81.6     96.3     18.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      14        3        1       22       18       37       21
 

Updated January 3, 2011