MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,813
COMMITMENTS
   2,153    3,293      687   12,162   10,643   15,002   14,623    2,811    3,190

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -3,495)
    -734     -573      -39   -2,476   -2,956   -3,249   -3,568     -246       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     18.5      3.9     68.3     59.7     84.2     82.1     15.8     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      11       17       12       25       20       44       41
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      253,641
COMMITMENTS
  87,744   39,152   53,439   81,577  126,484  222,760  219,075   30,881   34,566

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:      5,556)
   3,989    2,896   -2,692    1,418    4,706    2,715    4,910    2,841      646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     15.4     21.1     32.2     49.9     87.8     86.4     12.2     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
     104       70      112       59       83      233      222
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      341,587
COMMITMENTS
 109,393   60,087   73,992  124,350  156,589  307,735  290,668   33,852   50,919

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     12,141)
   2,717      576    6,035     -700    4,258    8,052   10,869    4,089    1,272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     17.6     21.7     36.4     45.8     90.1     85.1      9.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      415)
     120       89      136       80      158      280      336
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,811
COMMITMENTS
   4,524    1,587    1,049    2,068    5,591    7,641    8,227    2,170    1,584

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:        -29)
      63      -10        6     -101     -112      -32     -116        3       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.1     16.2     10.7     21.1     57.0     77.9     83.9     22.1     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      44       20       13       21       24       75       48
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,526
COMMITMENTS
  10,444    9,515    4,834    9,382    6,250   24,660   20,599    7,866   11,927

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:      2,280)
     580      674      266      479      694    1,325    1,634      955      646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     29.3     14.9     28.8     19.2     75.8     63.3     24.2     36.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      37       29       27       43       40       95       87
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,606
COMMITMENTS
     575    1,653       92    2,702    1,702    3,369    3,447      237      159

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,374)
      18     -243      -54   -1,261   -1,083   -1,297   -1,380      -77        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     45.8      2.6     74.9     47.2     93.4     95.6      6.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        8        6       13        7       22       16
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       75,549
COMMITMENTS
  10,792    5,214    3,054   61,029   67,074   74,875   75,342      674      207

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:        266)
     167       12        9        0      265      176      286       90      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      6.9      4.0     80.8     88.8     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        3        2       14       17       19       21
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      137,314
COMMITMENTS
  70,435    6,430       61   24,292  115,271   94,788  121,762   42,526   15,552

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:         67)
  -3,243   -1,322     -599   -1,115    1,732   -4,957     -189    5,024      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.3      4.7      0.0     17.7     83.9     69.0     88.7     31.0     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      35       12        2       17       23       52       37
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       46,716
COMMITMENTS
  19,604    9,343        0    4,200   29,652   23,804   38,995   22,912    7,721

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -3,466)
  -4,196   -2,826        0    1,820   -1,650   -2,376   -4,476   -1,090    1,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0     20.0      0.0      9.0     63.5     51.0     83.5     49.0     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13        9        0        4       15       17       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      185,211
COMMITMENTS
 148,293    8,770      565   27,266  174,237  176,124  183,572    9,087    1,639

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:       -970)
  -1,331      898      145   -1,292   -2,322   -2,478   -1,279    1,508      309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.1      4.7      0.3     14.7     94.1     95.1     99.1      4.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      82       15        2       14       21       97       37
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      165,584
COMMITMENTS
  60,523   34,574      982   68,047  111,288  129,552  146,844   36,032   18,740

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -9,092)
  -8,623    1,736      853    5,102  -12,892   -2,668  -10,303   -6,424    1,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     20.9      0.6     41.1     67.2     78.2     88.7     21.8     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      36       21        8       19       29       59       54
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      193,295
COMMITMENTS
  32,129  106,225      124  145,773   29,338  178,026  135,687   15,269   57,608

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -1,337)
   1,697   -4,724     -414   -2,356    6,837   -1,073    1,699     -264   -3,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     55.0      0.1     75.4     15.2     92.1     70.2      7.9     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      24       58        5       24       24       53       82
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      194,251
COMMITMENTS
  66,329   74,364    2,725   77,301   67,829  146,355  144,918   47,896   49,333

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    -13,357)
 -15,603   -2,442     -244    5,410  -14,652  -10,437  -17,338   -2,920    3,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     38.3      1.4     39.8     34.9     75.3     74.6     24.7     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      42       59       17       43       43       94      110
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       38,461
COMMITMENTS
  22,376    6,421      212   15,156   31,263   37,744   37,896      717      565

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:        215)
     233   -1,009      173     -339    1,094       67      258      148      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.2     16.7      0.6     39.4     81.3     98.1     98.5      1.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      11        4        2        6        8       19       12
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       36,531
COMMITMENTS
  26,635    7,415      229    4,735   26,913   31,599   34,557    4,932    1,974

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:      2,000)
     803   -1,335       -2      588    2,992    1,389    1,655      611      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.9     20.3      0.6     13.0     73.7     86.5     94.6     13.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      27        9        1        9       14       36       24
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,061,794
COMMITMENTS
 990,855  624,182  1615197  4589906  4817595  7195958  7056974  865,836  1004820

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:    183,333)
 -43,356    2,829  122,938   94,251   37,832  173,833  163,599    9,500   19,734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      7.7     20.0     56.9     59.8     89.3     87.5     10.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      50       40       75      112      121      209      204
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      751,437
COMMITMENTS
  89,647   66,329   21,508  540,195  594,395  651,350  682,232  100,087   69,205

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     12,278)
  -7,829   -2,853    6,334   22,410   12,071   20,916   15,552   -8,638   -3,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      8.8      2.9     71.9     79.1     86.7     90.8     13.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      540)
     117       91       48      239      210      380      327
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      191,501
COMMITMENTS
  14,816    8,767    2,680  121,771  150,778  139,267  162,225   52,234   29,276

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:      5,349)
    -590    6,323   -1,252    8,535    9,541    6,693   14,612   -1,344   -9,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      4.6      1.4     63.6     78.7     72.7     84.7     27.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      16        5        6       57       48       75       59
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,799,680
COMMITMENTS
 424,728  338,385   43,566  2092120  2218086  2560414  2600037  239,266  199,643

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     34,647)
  -5,418  -15,106    7,156   69,377   12,648   71,115    4,698  -36,468   29,949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     12.1      1.6     74.7     79.2     91.5     92.9      8.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      509)
     113       90       41      207      189      338      302
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      113,673
COMMITMENTS
  18,385    2,278        0   83,134  108,915  101,519  111,193   12,154    2,480

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:      1,870)
  -1,120       12     -180    2,381    2,277    1,081    2,109      789     -239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      2.0      0.0     73.1     95.8     89.3     97.8     10.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      17        2        0       49       39       66       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       60,127
COMMITMENTS
  16,133    6,810      267   38,014   50,303   54,414   57,380    5,714    2,747

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:      3,867)
   3,082   -1,370     -133    1,312    5,202    4,262    3,699     -395      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     11.3      0.4     63.2     83.7     90.5     95.4      9.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      60       17        8       62       77      126       98
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      300,637
COMMITMENTS
  80,664   34,051    1,333  190,072  251,516  272,069  286,900   28,568   13,737

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     19,333)
  15,412   -6,850     -665    6,562   26,009   21,309   18,494   -1,976      839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     11.3      0.4     63.2     83.7     90.5     95.4      9.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      60       17        8       62       77      126       98
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      184,083
COMMITMENTS
 122,343   42,028       48   22,532  121,549  144,923  163,625   39,160   20,458

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     13,926)
   4,989    4,196     -715    2,572    8,384    6,846   11,865    7,080    2,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.5     22.8      0.0     12.2     66.0     78.7     88.9     21.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      31       30        2       19       23       51       54
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       50,835
COMMITMENTS
  13,886   17,561    1,237   24,158   10,706   39,281   29,504   11,554   21,331

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     -2,085)
  -4,273   -3,147      377     -436      -76   -4,332   -2,846    2,247      761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     34.5      2.4     47.5     21.1     77.3     58.0     22.7     42.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      18        8        2       21        7       41       15
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/08/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       61,397
COMMITMENTS
  27,469    6,108      466   25,546   18,025   53,481   24,599    7,916   36,798

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:      6,868)
     740    2,146      -17    5,308   -4,903    6,031   -2,774      837    9,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7      9.9      0.8     41.6     29.4     87.1     40.1     12.9     59.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      26        6        2       28       22       54       30
 

Updated January 15, 2013