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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       40,328
COMMITMENTS
   3,076    4,655    7,403   23,802   19,865   34,282   31,924    6,046    8,404

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      1,653)
     173      352      -37    1,526      871    1,663    1,186       -9      467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     11.5     18.4     59.0     49.3     85.0     79.2     15.0     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      14       18       24       36       31       63       61
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      199,052
COMMITMENTS
  50,231   13,629   46,661   78,800  105,274  175,691  165,564   23,361   33,488

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      5,894)
   1,593      683    2,262      967    1,457    4,821    4,401    1,072    1,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      6.8     23.4     39.6     52.9     88.3     83.2     11.7     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      80       43       75       53       54      176      150
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      323,347
COMMITMENTS
 105,462   49,597   60,204  131,590  155,280  297,255  265,082   26,092   58,266

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      6,751)
   5,751   -1,092    2,549   -1,551    2,973    6,750    4,430        1    2,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6     15.3     18.6     40.7     48.0     91.9     82.0      8.1     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     114       96       90       92      150      252      296
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,238
COMMITMENTS
   4,292    1,586      676    2,524    5,193    7,492    7,456    1,746    1,782

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        -39)
     -31      339     -130       15     -508     -146     -299      107      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.5     17.2      7.3     27.3     56.2     81.1     80.7     18.9     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      29       16       11       18       32       53       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,245
COMMITMENTS
   9,778   10,064    4,659   11,517    6,266   25,954   20,989    6,292   11,256

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:       -109)
     -11     -938      110       46      362      145     -466     -253      357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3     31.2     14.4     35.7     19.4     80.5     65.1     19.5     34.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      33       31       32       45       36       97       87
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       18,265
COMMITMENTS
   2,548      359      120   11,289   17,583   13,957   18,062    4,308      203

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:       -763)
       0       24        0     -670     -699     -670     -675      -93      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      2.0      0.7     61.8     96.3     76.4     98.9     23.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        1        1        8       11       14       13
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      111,754
COMMITMENTS
  50,656    9,998    3,967   15,875   80,238   70,498   94,203   41,257   17,551

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:     22,484)
  19,017    1,712      385     -152   20,087   19,250   22,185    3,234      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.3      8.9      3.5     14.2     71.8     63.1     84.3     36.9     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      29        8       13       18       28       52       44
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       40,737
COMMITMENTS
  10,382   17,206    1,702   18,242    9,006   30,326   27,913   10,411   12,823

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      3,741)
   1,194    3,722      -48    4,076     -730    5,222    2,944   -1,481      796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     42.2      4.2     44.8     22.1     74.4     68.5     25.6     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13       10        6       10        8       23       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       96,729
COMMITMENTS
  70,392    5,751      265   20,132   87,881   90,789   93,897    5,940    2,832

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:     -6,812)
  -8,186      180     -856    2,316   -7,192   -6,726   -7,868      -86    1,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.8      5.9      0.3     20.8     90.9     93.9     97.1      6.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      46       12        2       14       13       61       26
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       93,105
COMMITMENTS
  17,773   47,839    4,769   50,003   15,796   72,545   68,404   20,559   24,700

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:     11,199)
   4,737    9,770      289    5,100   -1,313   10,125    8,746    1,073    2,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     51.4      5.1     53.7     17.0     77.9     73.5     22.1     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      20       27       12       17       16       41       51
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      110,410
COMMITMENTS
  19,539   32,470   10,837   61,268   41,010   91,645   84,318   18,765   26,092

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      2,049)
  -9,521    4,507      227   13,344   -3,922    4,050      811   -2,001    1,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     29.4      9.8     55.5     37.1     83.0     76.4     17.0     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      25       34       20       18       19       53       63
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      183,762
COMMITMENTS
  34,379   64,935   29,292   71,476   50,963  135,147  145,190   48,615   38,572

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      8,058)
  -8,744   11,392    1,580   21,772   -6,543   14,607    6,429   -6,550    1,629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     35.3     15.9     38.9     27.7     73.5     79.0     26.5     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      43       53       44       31       30       99      102
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       18,893
COMMITMENTS
  13,872    5,067        0    2,028   12,604   15,900   17,671    2,993    1,222

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:       -479)
  -1,292     -351        0      323      218     -969     -133      490     -346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.4     26.8      0.0     10.7     66.7     84.2     93.5     15.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        8        0        6        8       15       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,100,351
COMMITMENTS
 906,157  340,416  3744503  5615947  6093812 10266607 10178732  833,744  921,619

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:   -140,205)
-154,571   23,240   -6,607   37,670 -181,685 -123,509 -165,052  -16,696   24,847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      3.1     33.7     50.6     54.9     92.5     91.7      7.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      64       57      106      132      129      249      245
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      389,930
COMMITMENTS
  32,324   22,700   22,694  240,380  300,830  295,398  346,225   94,532   43,705

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      4,768)
   8,828    1,246      386     -757    6,079    8,458    7,710   -3,690   -2,942

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      5.8      5.8     61.6     77.1     75.8     88.8     24.2     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      22       27       30       82       70      125      106
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,516,765
COMMITMENTS
 376,726  308,746   57,191  1890607  1903243  2324524  2269180  192,241  247,585

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:     34,746)
  -1,043   11,973    5,654   36,076   21,216   40,688   38,844   -5,942   -4,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     12.3      2.3     75.1     75.6     92.4     90.2      7.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
      92       83       53      163      162      284      269
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      102,600
COMMITMENTS
  10,795   10,425        0   79,481   86,287   90,276   96,712   12,324    5,888

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:       -433)
  -3,989      -16      -63    3,751     -153     -301     -232     -132     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     10.2      0.0     77.5     84.1     88.0     94.3     12.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      13        6        0       44       32       57       38
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       10,402
COMMITMENTS
   3,159      218        0    3,854    8,050    7,013    8,268    3,389    2,134

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        591)
     641     -492        0        2    1,333      643      841      -52     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4      2.1      0.0     37.0     77.4     67.4     79.5     32.6     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        0        9        9       13       10
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      303,863
COMMITMENTS
 123,631   73,703    5,958  147,519  208,593  277,108  288,254   26,755   15,609

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:     21,867)
  12,108    2,197      400    8,574   20,636   21,082   23,233      785   -1,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.7     24.3      2.0     48.5     68.6     91.2     94.9      8.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      63       44       15       56       72      126      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      104,017
COMMITMENTS
  53,413   16,509    3,365   21,446   72,544   78,224   92,418   25,793   11,599

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      3,902)
   5,266      910     -283     -730    3,706    4,253    4,333     -352     -431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.4     15.9      3.2     20.6     69.7     75.2     88.8     24.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      27       13       14       14       17       46       39
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       24,802
COMMITMENTS
   7,674    5,504        0   11,582    8,571   19,256   14,075    5,546   10,727

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        425)
      28      481        0      407      154      435      635      -10     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9     22.2      0.0     46.7     34.6     77.6     56.7     22.4     43.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      12       13        0       13       11       25       24
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       27,032
COMMITMENTS
   3,676    5,795      807   11,688   15,037   16,171   21,639   10,861    5,393

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      1,671)
    -675     -150       82      -31    1,954     -624    1,886    2,295     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     21.4      3.0     43.2     55.6     59.8     80.0     40.2     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6       10        2       14       19       22       29
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       27,023
COMMITMENTS
   3,987      278       40   20,613   25,462   24,640   25,780    2,383    1,243

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        951)
     192     -115        0      608    1,049      800      934      151       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      1.0      0.1     76.3     94.2     91.2     95.4      8.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8        1        1       16       18       24       20
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       18,232
COMMITMENTS
   2,144    1,159        0    9,317   15,488   11,461   16,647    6,771    1,585

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        910)
     226      441        0      395      488      621      929      289      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      6.4      0.0     51.1     84.9     62.9     91.3     37.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        3        0        8        6       14        9
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       18,330
COMMITMENTS
   4,533      340        0   11,808   17,525   16,341   17,865    1,989      465

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        609)
     619     -293        0       -7    1,037      612      744       -3     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      1.9      0.0     64.4     95.6     89.1     97.5     10.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        3        0        8        3       18        6
```

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Updated January 7, 2010