MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,938
COMMITMENTS
   2,361    3,505      801   12,812   10,935   15,974   15,241    2,964    3,697

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      1,125)
     208      212      114      650      292      972      618      153      507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     18.5      4.2     67.7     57.7     84.3     80.5     15.7     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      15       14       16       25       20       49       41
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      245,815
COMMITMENTS
  80,411   44,553   54,326   79,276  113,694  214,013  212,573   31,802   33,242

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     -7,826)
  -7,333    5,401      887   -2,301  -12,790   -8,747   -6,502      921   -1,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     18.1     22.1     32.3     46.3     87.1     86.5     12.9     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
     100       62      112       58       83      228      222
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      323,145
COMMITMENTS
  97,325   61,167   74,056  117,460  139,129  288,841  274,352   34,304   48,793

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:    -18,442)
 -12,068    1,080       64   -6,890  -17,460  -18,894  -16,316      452   -2,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     18.9     22.9     36.3     43.1     89.4     84.9     10.6     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
     118       81      133       93      148      280      323
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,932
COMMITMENTS
   4,682    1,528    1,283    1,827    5,370    7,792    8,181    2,140    1,751

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        121)
     158      -59      234     -241     -221      151      -46      -30      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1     15.4     12.9     18.4     54.1     78.5     82.4     21.5     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      42       18       11       17       25       69       48
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,148
COMMITMENTS
   8,425    8,620    4,963   10,473    6,269   23,861   19,852    7,287   11,296

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     -1,378)
  -2,019     -895      129    1,091       19     -799     -747     -579     -631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     27.7     15.9     33.6     20.1     76.6     63.7     23.4     36.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      31       30       35       48       45       99       97
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,882
COMMITMENTS
     468    1,860      110    3,086    1,786    3,664    3,756      218      126

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        276)
    -107      207       18      384       84      295      309      -19      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     47.9      2.8     79.5     46.0     94.4     96.8      5.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        8        7       14        7       23       17
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       75,330
COMMITMENTS
  10,636    5,231    3,054   60,987   66,814   74,677   75,099      653      231

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:       -219)
    -156       17        0      -42     -260     -198     -243      -21       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      6.9      4.1     81.0     88.7     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 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      144,716
COMMITMENTS
  73,099    4,431       71   25,542  125,179   98,712  129,681   46,004   15,035

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      7,402)
   2,664   -1,999       10    1,250    9,908    3,924    7,919    3,478     -517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.5      3.1      0.0     17.6     86.5     68.2     89.6     31.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      43       10        2       15       26       58       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,176
COMMITMENTS
  19,007    6,237      141    6,389   27,782   25,537   34,160   17,639    9,016

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     -3,540)
    -597   -3,106      141    2,189   -1,870    1,733   -4,835   -5,273    1,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     14.4      0.3     14.8     64.3     59.1     79.1     40.9     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      13        6        1        9       14       22       21
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      190,902
COMMITMENTS
 160,543    8,878      354   20,040  179,522  180,937  188,754    9,965    2,148

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      5,691)
  12,250      108     -211   -7,226    5,285    4,813    5,182      878      509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.1      4.7      0.2     10.5     94.0     94.8     98.9      5.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      94       14        2       17       20      111       36
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      163,295
COMMITMENTS
  63,796   35,458    1,568   61,608  108,553  126,972  145,579   36,323   17,716

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     -2,289)
   3,273      884      586   -6,439   -2,735   -2,580   -1,265      291   -1,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     21.7      1.0     37.7     66.5     77.8     89.2     22.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      28       23        6       15       30       47       55
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      196,509
COMMITMENTS
  39,447  105,174      295  139,213   30,322  178,955  135,791   17,554   60,718

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      3,214)
   7,318   -1,051      171   -6,560      984      929      104    2,285    3,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     53.5      0.2     70.8     15.4     91.1     69.1      8.9     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      24       62        4       24       23       51       86
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      211,373
COMMITMENTS
  80,174   72,859    2,810   73,119   88,184  156,103  163,853   55,270   47,520

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     17,122)
  13,845   -1,505       85   -4,182   20,355    9,748   18,935    7,374   -1,813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9     34.5      1.3     34.6     41.7     73.9     77.5     26.1     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      56       50       22       46       49      110      113
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       35,698
COMMITMENTS
  15,508    8,530      515   19,003   26,141   35,026   35,186      672      512

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     -2,763)
  -6,868    2,109      303    3,847   -5,122   -2,718   -2,710      -45      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     23.9      1.4     53.2     73.2     98.1     98.6      1.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      13        4        3        8        8       23       13
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       38,654
COMMITMENTS
  29,920    7,658      362    3,202   28,841   33,484   36,861    5,170    1,793

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      2,123)
   3,285      243      133   -1,533    1,928    1,885    2,304      238     -181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.4     19.8      0.9      8.3     74.6     86.6     95.4     13.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      29       11        1        8       14       37       26
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,320,528
COMMITMENTS
 1059929  687,289  1652814  4692925  4965771  7405668  7305874  914,860  1014654

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:    258,734)
  69,074   63,107   37,617  103,019  148,176  209,710  248,900   49,024    9,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      8.3     19.9     56.4     59.7     89.0     87.8     11.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      48       47       76      108      119      209      204
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      754,799
COMMITMENTS
  91,147   67,952   15,275  540,849  591,331  647,272  674,558  107,528   80,241

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      3,362)
   1,501    1,623   -6,233      654   -3,065   -4,078   -7,674    7,441   11,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      9.0      2.0     71.7     78.3     85.8     89.4     14.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      548)
     128       98       53      232      204      382      333
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      186,117
COMMITMENTS
  15,903    1,954      876  114,236  145,160  131,015  147,990   55,102   38,127

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     -5,384)
   1,087   -6,813   -1,804   -7,535   -5,618   -8,252  -14,235    2,868    8,851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      1.0      0.5     61.4     78.0     70.4     79.5     29.6     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      17        5        5       56       46       74       55
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,843,412
COMMITMENTS
 401,472  355,240   46,747  2133064  2230853  2581283  2632840  262,129  210,572

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     43,732)
 -23,256   16,855    3,181   40,944   12,767   20,869   32,803   22,863   10,929

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     12.5      1.6     75.0     78.5     90.8     92.6      9.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      519)
     120      101       46      204      182      344      309
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      117,323
COMMITMENTS
  19,050    2,502       29   86,009  112,105  105,088  114,636   12,235    2,687

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      3,650)
     665      224       29    2,875    3,190    3,569    3,443       81      207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      2.1      0.0     73.3     95.6     89.6     97.7     10.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      17        3        1       51       39       68       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       61,892
COMMITMENTS
  15,044    6,821      467   40,218   51,792   55,730   59,079    6,163    2,813

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      1,765)
  -1,089       10      200    2,204    1,489    1,316    1,699      449       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     11.0      0.8     65.0     83.7     90.0     95.5     10.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      58       23       15       64       75      128      107
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      309,462
COMMITMENTS
  75,221   34,103    2,335  201,092  258,959  278,648  295,397   30,814   14,065

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      8,825)
  -5,443       52    1,002   11,020    7,443    6,579    8,497    2,246      328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     11.0      0.8     65.0     83.7     90.0     95.5     10.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      58       23       15       64       75      128      107
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      203,425
COMMITMENTS
 137,090   48,033      141   21,884  136,456  159,115  184,630   44,310   18,795

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     19,342)
  14,747    6,005       93     -648   14,907   14,192   21,005    5,150   -1,663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.4     23.6      0.1     10.8     67.1     78.2     90.8     21.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      35       32        5       21       28       59       62
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       53,906
COMMITMENTS
  18,163   16,377        0   24,273   14,492   42,436   30,869   11,470   23,037

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      3,071)
   4,277   -1,184   -1,237      115    3,786    3,155    1,365      -84    1,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     30.4      0.0     45.0     26.9     78.7     57.3     21.3     42.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      18       10        0       21        9       39       19
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       60,707
COMMITMENTS
  25,807    5,141      233   27,031   23,968   53,071   29,342    7,636   31,365

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:       -690)
  -1,662     -967     -233    1,485    5,943     -410    4,743     -280   -5,433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5      8.5      0.4     44.5     39.5     87.4     48.3     12.6     51.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      26        6        2       31       22       58       29
 

Updated January 18, 2013