BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,709
COMMITMENTS
      50      100       62    2,866    2,913    2,978    3,075      731      634

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:       -459)
      -6      -59        2     -584     -424     -589     -481      129       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      2.7      1.7     77.3     78.5     80.3     82.9     19.7     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        3       16       12       20       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       48,574
COMMITMENTS
   7,526    2,789   11,106   24,030   22,503   42,661   36,397    5,913   12,177

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -7,293)
  -1,915   -1,106   -1,627   -3,538   -4,361   -7,080   -7,094     -212     -199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      5.7     22.9     49.5     46.3     87.8     74.9     12.2     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      14       17       18       33       33       60       55
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      277,185
COMMITMENTS
  68,277   34,796   70,557  110,446  131,600  249,280  236,953   27,905   40,232

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -3,908)
  -1,534    3,037     -767     -458   -3,562   -2,759   -1,292   -1,149   -2,616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6     12.6     25.5     39.8     47.5     89.9     85.5     10.1     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      90       73      108       64       76      212      215
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      399,273
COMMITMENTS
 106,329   34,402  107,743  156,716  192,258  370,788  334,403   28,485   64,870

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      2,959)
   1,189   -1,894    3,861   -3,941      710    1,109    2,677    1,850      282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6      8.6     27.0     39.3     48.2     92.9     83.8      7.1     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     121       83      123       96      163      278      317
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,723
COMMITMENTS
   3,515    3,662      890    2,502    2,338    6,907    6,890    1,816    1,832

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -1,018)
      -7   -1,206     -340     -677      495   -1,024   -1,050        6       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.3     42.0     10.2     28.7     26.8     79.2     79.0     20.8     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      17       26       12       19       18       46       51
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       39,571
COMMITMENTS
  15,473    3,164    8,120    9,177    8,702   32,770   19,987    6,801   19,584

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      2,225)
   1,087      295      224      545    1,048    1,856    1,566      370      659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.1      8.0     20.5     23.2     22.0     82.8     50.5     17.2     49.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      52       33       45       46       54      127      114
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      132,179
COMMITMENTS
   7,595    1,224    3,193  121,334  127,344  132,122  131,761       57      418

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      6,570)
     657      -63        0    6,267    7,143    6,924    7,080     -354     -510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.9      2.4     91.8     96.3    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        1       16       15       18       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      126,694
COMMITMENTS
  27,561   51,185    3,388   67,149   48,709   98,098  103,282   28,597   23,412

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      1,454)
    -448    1,196      162      256      677      -30    2,035    1,484     -581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8     40.4      2.7     53.0     38.4     77.4     81.5     22.6     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      22       14        8       23       25       50       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       40,439
COMMITMENTS
   3,241   15,698    1,869   26,682    3,962   31,792   21,529    8,646   18,909

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      2,178)
       5    1,536      -60    1,258      651    1,204    2,127      974       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     38.8      4.6     66.0      9.8     78.6     53.2     21.4     46.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4       18        5       13       10       21       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      121,622
COMMITMENTS
  22,073   47,902       42   96,797   68,111  118,912  116,055    2,710    5,567

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      4,252)
   3,845    3,989       42      233    1,529    4,120    5,560      132   -1,308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     39.4      0.0     79.6     56.0     97.8     95.4      2.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      18       40        1       20       23       38       64
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      198,554
COMMITMENTS
  27,786   59,344    2,602  154,836  107,363  185,224  169,309   13,330   29,245

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     10,714)
   2,356    5,121      226    9,486    3,092   12,067    8,438   -1,353    2,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     29.9      1.3     78.0     54.1     93.3     85.3      6.7     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      15       35       10       26       33       48       71
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      166,661
COMMITMENTS
  73,030   16,238    3,185   67,718  118,591  143,933  138,015   22,727   28,646

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     26,601)
  20,181  -13,894      389     -231   39,233   20,339   25,728    6,262      873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.8      9.7      1.9     40.6     71.2     86.4     82.8     13.6     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      30       26       16       24       26       62       60
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      329,463
COMMITMENTS
  40,424  178,170   32,917  224,183   56,600  297,524  267,687   31,938   61,776

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     10,751)
  -5,061    5,745    3,252    9,636      141    7,828    9,139    2,923    1,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     54.1     10.0     68.0     17.2     90.3     81.2      9.7     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      37       88       51       55       52      123      160
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       10,812
COMMITMENTS
   7,857    5,421      225      687    2,984    8,769    8,630    2,043    2,182

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        631)
   1,286      255        0     -853      633      433      888      198     -257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.7     50.1      2.1      6.4     27.6     81.1     79.8     18.9     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      10       13        1        2        5       12       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,785,910
COMMITMENTS
 216,025  735,123  4448189  6352430  5560838 11016643 10744149  769,267  1041761

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:    247,665)
 -34,320   32,963  203,576   73,337   18,054  242,593  254,593    5,072   -6,928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      6.2     37.7     53.9     47.2     93.5     91.2      6.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      36       66       96      136      137      234      245
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      885,114
COMMITMENTS
  57,054   92,674   74,592  618,165  602,489  749,810  769,755  135,304  115,359

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     25,607)
   2,911   -3,278    8,761    6,672   19,627   18,344   25,109    7,264      498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4     10.5      8.4     69.8     68.1     84.7     87.0     15.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      529)
      94      104       88      237      229      375      377
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      304,397
COMMITMENTS
  33,713   20,830   18,814  181,735  198,833  234,262  238,476   70,135   65,921

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     12,581)
   3,673     -488      126    7,175    9,360   10,974    8,998    1,607    3,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      6.8      6.2     59.7     65.3     77.0     78.3     23.0     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      14       16       24       61       58       88       85
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,903,588
COMMITMENTS
 275,079  517,598  120,514  2182148  2018282  2577741  2656394  325,847  247,194

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     65,130)
  31,901   21,760    7,462   -2,514   51,337   36,849   80,559   28,281  -15,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     17.8      4.2     75.2     69.5     88.8     91.5     11.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      496)
      86      101       79      214      210      341      349
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      103,740
COMMITMENTS
   6,761    6,122        8   87,589   93,279   94,358   99,409    9,382    4,331

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -2,168)
     -71      -89       -1   -3,378   -1,936   -3,450   -2,026    1,282     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      5.9      0.0     84.4     89.9     91.0     95.8      9.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
       9        7        1       51       36       60       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       53,531
COMMITMENTS
   9,576    4,165      357   36,699   45,942   46,631   50,464    6,900    3,068

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      1,757)
   1,740     -744     -717     -381    2,823      642    1,361    1,115      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      7.8      0.7     68.6     85.8     87.1     94.3     12.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      54       29       15       66       79      125      118
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      267,657
COMMITMENTS
  47,879   20,827    1,783  183,494  229,709  233,156  252,319   34,501   15,338

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      8,787)
   8,702   -3,722   -3,587   -1,905   14,115    3,210    6,806    5,577    1,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      7.8      0.7     68.6     85.8     87.1     94.3     12.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      54       29       15       66       79      125      118
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      127,616
COMMITMENTS
  69,863   23,225    7,027   29,270   78,188  106,160  108,441   21,456   19,175

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      8,810)
   9,922   -4,127    1,201   -4,120   10,030    7,003    7,105    1,807    1,705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.7     18.2      5.5     22.9     61.3     83.2     85.0     16.8     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      24       26       15       21       32       57       61
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       23,554
COMMITMENTS
   3,802    7,896        0   13,859    5,362   17,661   13,258    5,893   10,296

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        450)
     239     -464       -3      176      788      412      321       38      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     33.5      0.0     58.8     22.8     75.0     56.3     25.0     43.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        8        0       17        7       25       15
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       37,355
COMMITMENTS
   7,139    3,775    1,540   22,861   10,533   31,540   15,848    5,815   21,507

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      1,599)
     111    1,095      -64    1,271   -2,437    1,318   -1,406      281    3,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     10.1      4.1     61.2     28.2     84.4     42.4     15.6     57.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9        9        1       22       17       32       26
 

Updated January 3, 2012