MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,700
COMMITMENTS
   3,845    6,129      616   22,210   20,394   26,671   27,139    4,029    3,561

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      2,924)
     563    1,197      144    2,124    1,312    2,831    2,653       93      271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     20.0      2.0     72.3     66.4     86.9     88.4     13.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      10       21       13       31       27       50       53
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      202,740
COMMITMENTS
  50,175   30,647   39,999   91,995   96,002  182,169  166,648   20,571   36,092

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     -1,910)
  -1,373     -178      -96      846     -976     -623   -1,250   -1,287     -660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     15.1     19.7     45.4     47.4     89.9     82.2     10.1     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      74       81       93       52       64      185      192
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      334,545
COMMITMENTS
 128,719   45,063   50,312  128,361  173,185  307,392  268,560   27,153   65,985

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     -6,409)
  -3,670      998   -2,088      497   -3,966   -5,261   -5,056   -1,148   -1,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5     13.5     15.0     38.4     51.8     91.9     80.3      8.1     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      438)
     142       71       94       96      194      293      318
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,278
COMMITMENTS
   4,081    2,463      850    2,607    4,557    7,538    7,870    1,740    1,408

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        -65)
       8     -243      -16      148      460      140      201     -205     -266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     26.5      9.2     28.1     49.1     81.2     84.8     18.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      34       16        9       15       27       55       49
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,066
COMMITMENTS
  17,438    6,899    5,703   10,139    7,968   33,280   20,570    6,786   19,496

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      1,666)
     762      262     -350      941    1,152    1,353    1,064      313      602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     17.2     14.2     25.3     19.9     83.1     51.3     16.9     48.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      50       28       30       29       51       96       97
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       56,751
COMMITMENTS
   8,414        0       80   37,324   55,987   45,818   56,067   10,933      684

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      5,223)
     -82        0        0    3,901    5,274    3,819    5,274    1,404      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      0.0      0.1     65.8     98.7     80.7     98.8     19.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        0        1       13       15       18       16
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      142,291
COMMITMENTS
  44,840   11,444    9,726   45,814  107,497  100,380  128,667   41,911   13,624

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     27,292)
  -2,163   -1,837    9,723   17,667   21,972   25,227   29,858    2,065   -2,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5      8.0      6.8     32.2     75.5     70.5     90.4     29.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      41        7        2       20       27       62       35
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       39,804
COMMITMENTS
  20,794   10,078        0    2,806   19,157   23,600   29,235   16,204   10,569

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     -3,110)
   2,780    1,051       -5   -7,114   -5,638   -4,339   -4,592    1,229    1,482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.2     25.3      0.0      7.0     48.1     59.3     73.4     40.7     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      18        6        0        5       14       23       20
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      116,794
COMMITMENTS
  87,694   10,526        0   22,374  105,121  110,068  115,647    6,726    1,147

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    -27,029)
   9,592   -8,094   -1,631  -34,482  -16,292  -26,521  -26,017     -508   -1,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.1      9.0      0.0     19.2     90.0     94.2     99.0      5.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      49       12        0       13       16       62       28
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       67,820
COMMITMENTS
  12,205   20,391        0   37,905   28,386   50,110   48,777   17,710   19,043

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    -18,449)
  -2,037   -6,771   -1,716  -14,238   -7,876  -17,991  -16,363     -458   -2,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     30.1      0.0     55.9     41.9     73.9     71.9     26.1     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      11       20        0       18       23       29       43
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:       96,110
COMMITMENTS
  34,996   22,261        0   41,019   43,890   76,015   66,151   20,095   29,959

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    -36,123)
 -12,665   -2,112     -720  -14,365  -30,317  -27,750  -33,149   -8,373   -2,974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     23.2      0.0     42.7     45.7     79.1     68.8     20.9     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      25       29        0       20       21       45       50
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      146,781
COMMITMENTS
  35,689   45,993      246   63,095   50,387   99,030   96,626   47,751   50,155

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    -51,318)
   3,367   -1,619   -3,308  -52,027  -42,254  -51,968  -47,181      650   -4,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     31.3      0.2     43.0     34.3     67.5     65.8     32.5     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      35       47        7       31       40       67       93
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,510
COMMITMENTS
  21,314    8,793        0      985   14,758   22,299   23,551    2,211      959

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     -3,085)
    -710    5,030     -166   -1,200   -7,436   -2,076   -2,572   -1,009     -513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.0     35.9      0.0      4.0     60.2     91.0     96.1      9.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11       12        0        6        7       17       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,064,066
COMMITMENTS
 653,123  393,419  762,022  4898882  5108074  6314027  6263515  750,039  800,551

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -1,106,018)
-277,428 -237,836 -227,953 -507,098 -561,506 -1012479 -1027295  -93,539  -78,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      5.6     10.8     69.3     72.3     89.4     88.7     10.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      52       33       68      107      115      195      188
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,109,473
COMMITMENTS
  83,287   71,300   83,795  779,498  826,616  946,580  981,711  162,893  127,763

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    128,830)
   7,879   -8,633   14,700   93,561  102,526  116,140  108,594   12,690   20,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      6.4      7.6     70.3     74.5     85.3     88.5     14.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      546)
     116       97       72      240      234      393      369
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      431,240
COMMITMENTS
  70,735   20,464   12,561  251,578  339,474  334,874  372,499   96,366   58,741

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     46,462)
   8,344   -1,226    4,557   29,548   28,551   42,449   31,882    4,013   14,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      4.7      2.9     58.3     78.7     77.7     86.4     22.3     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      21       18       15       64       68       94       93
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,391,166
COMMITMENTS
 359,983  551,402   58,945  2639601  2435711  3058529  3046058  332,637  345,108

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    411,840)
  26,686   -8,024   21,705  320,066  369,877  368,457  383,558   43,383   28,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     16.3      1.7     77.8     71.8     90.2     89.8      9.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      500)
     104       93       58      209      208      344      331
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      124,246
COMMITMENTS
  14,363    6,538      439   97,912  113,836  112,714  120,813   11,532    3,433

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     15,906)
  -1,295     -276      112   15,781   15,851   14,598   15,687    1,308      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      5.3      0.4     78.8     91.6     90.7     97.2      9.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      15        5        2       49       40       65       46
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      134,491
COMMITMENTS
  24,366   10,202   11,095   85,062  103,960  120,523  125,256   13,969    9,235

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     24,426)
   1,082      332    2,743   18,386   18,336   22,211   21,411    2,215    3,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      7.6      8.2     63.2     77.3     89.6     93.1     10.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      82       35       18      101       86      191      133
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       30,342
COMMITMENTS
   9,553    1,520       10   14,464   27,207   24,027   28,737    6,315    1,605

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      2,798)
   1,132      -53       10    1,451    2,212    2,593    2,169      205      629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5      5.0      0.0     47.7     89.7     79.2     94.7     20.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        3        1       10       20       17       23
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      520,747
COMMITMENTS
 119,449   88,792   10,040  352,989  383,765  482,478  482,597   38,269   38,150

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    108,141)
   6,045    8,220    7,369   84,675   80,620   98,089   96,209   10,052   11,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     17.1      1.9     67.8     73.7     92.7     92.7      7.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      78       37       14       95       81      179      126
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      113,584
COMMITMENTS
  62,670    8,892      150   21,026   93,149   83,846  102,191   29,738   11,393

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    -13,428)
   9,120   -1,306     -372  -20,911   -9,329  -12,163  -11,007   -1,265   -2,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.2      7.8      0.1     18.5     82.0     73.8     90.0     26.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      29       11        1        9       18       39       29
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       37,411
COMMITMENTS
   8,349   12,161        2   18,377    7,100   26,728   19,263   10,683   18,148

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    -26,176)
  -1,711     -881     -475   -8,775   -9,863  -10,961  -11,219  -15,215  -14,957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     32.5      0.0     49.1     19.0     71.4     51.5     28.6     48.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      13       11        1       22        9       36       20
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       48,152
COMMITMENTS
  13,673    6,116       84   22,659   19,894   36,416   26,094   11,736   22,058

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    -11,352)
    -399    1,259   -1,833   -3,817  -13,506   -6,049  -14,080   -5,303    2,728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     12.7      0.2     47.1     41.3     75.6     54.2     24.4     45.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      13        5        1       19       16       32       22
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       33,241
COMMITMENTS
   4,100      806      729   24,543   29,639   29,372   31,174    3,869    2,067

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      4,275)
     541     -492      429    3,589    4,508    4,559    4,445     -284     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      2.4      2.2     73.8     89.2     88.4     93.8     11.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        4        5       21       26       28       33
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       46,631
COMMITMENTS
  14,257    1,681        0   20,513   38,032   34,770   39,713   11,861    6,918

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      7,147)
     925      -91      -16    1,677    2,104    2,586    1,997    4,561    5,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      3.6      0.0     44.0     81.6     74.6     85.2     25.4     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      16        2        0       20       19       36       21
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,865
COMMITMENTS
   4,008    2,735      734    9,157   11,626   13,899   15,095    1,966      770

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      1,309)
     198       88      728     -192      130      734      946      575      363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     17.2      4.6     57.7     73.3     87.6     95.1     12.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        2        1        6        2       18        4
 

Updated December 17, 2010