```
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       60,964
COMMITMENTS
   1,309    8,458   12,600   42,197   25,225   56,107   46,283    4,857   14,681

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:       -175)
      18      788      -77     -600      131     -659      842      484   -1,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     13.9     20.7     69.2     41.4     92.0     75.9      8.0     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
       6       32       21       30       24       55       59
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      158,987
COMMITMENTS
  39,824   29,226   41,609   57,941   61,633  139,373  132,468   19,614   26,519

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      2,226)
  -1,878    1,642    4,230     -120   -4,419    2,232    1,453       -6      773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     18.4     26.2     36.4     38.8     87.7     83.3     12.3     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      67       54       67       49       50      144      155
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      261,927
COMMITMENTS
  52,302   44,120   69,933  116,282  103,480  238,518  217,534   23,410   44,394

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      7,690)
   2,115    4,024     -358    4,398    1,470    6,154    5,137    1,535    2,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     16.8     26.7     44.4     39.5     91.1     83.1      8.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
      79       72       95      106      143      237      276
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,178
COMMITMENTS
   2,167    3,850    1,725    3,642    1,455    7,534    7,030    1,644    2,148

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        484)
     -17       23      370      -10       49      343      442      141       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6     41.9     18.8     39.7     15.9     82.1     76.6     17.9     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      16       24        8       22       15       42       43
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       23,277
COMMITMENTS
   5,852    6,005    3,674    8,775    4,080   18,301   13,758    4,976    9,519

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        171)
      13     -327     -297      300      411       16     -213      155      385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     25.8     15.8     37.7     17.5     78.6     59.1     21.4     40.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      27       24       26       31       29       75       68
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       74,422
COMMITMENTS
   7,899   22,714    4,290   35,943   25,716   48,132   52,720   26,291   21,702

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        -91)
  -1,072     -770      450      558      485      -64      164      -27     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     30.5      5.8     48.3     34.6     64.7     70.8     35.3     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      13       20       15       10       17       30       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       35,888
COMMITMENTS
   4,502   13,682    5,407   13,483    6,174   23,392   25,263   12,496   10,626

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      3,370)
    -810    3,280     -401    5,650       22    4,439    2,901   -1,069      469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     38.1     15.1     37.6     17.2     65.2     70.4     34.8     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11       16        7        9        9       23       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       30,762
COMMITMENTS
   5,491   16,393        1   23,531    9,183   29,023   25,577    1,739    5,185

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      6,137)
    -180    1,869        1    6,118    4,662    5,939    6,532      198     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     53.3      0.0     76.5     29.9     94.3     83.1      5.7     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       9       31        1        8        9       18       40
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      107,945
COMMITMENTS
  12,786   47,948   12,045   53,671   23,168   78,502   83,161   29,443   24,784

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      2,108)
   2,651      816    1,437    1,007     -983    5,094    1,270   -2,986      838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     44.4     11.2     49.7     21.5     72.7     77.0     27.3     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      15       32       13       15       13       37       51
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      131,345
COMMITMENTS
  62,135   13,809   11,036   33,053   86,708  106,223  111,553   25,122   19,792

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      3,911)
     608   -1,295    1,440      119    5,429    2,167    5,574    1,744   -1,663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.3     10.5      8.4     25.2     66.0     80.9     84.9     19.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      30       23       15       20       19       61       46
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      169,040
COMMITMENTS
  30,479   40,094   24,055   75,444   69,145  129,979  133,294   39,061   35,746

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        395)
   3,674    3,412     -697    3,702    4,391    6,679    7,106   -6,284   -6,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     23.7     14.2     44.6     40.9     76.9     78.9     23.1     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      38       37       28       26       27       77       79
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       10,782
COMMITMENTS
   1,802    6,099        0    6,268    2,810    8,070    8,909    2,712    1,873

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      1,068)
    -257    2,103        0    1,296     -950    1,039    1,153       29      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     56.6      0.0     58.1     26.1     74.8     82.6     25.2     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2       11        0        9        5       11       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,755,212
COMMITMENTS
 628,288  396,445  4526645  6656705  7083302 11811638 12006392  943,574  748,820

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:   -240,280)
 -81,553   56,535  -40,696  -61,874 -202,346 -184,123 -186,507  -56,157  -53,774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      3.1     35.5     52.2     55.5     92.6     94.1      7.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      68       37       94      105      103      210      203
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      666,351
COMMITMENTS
  43,758   55,732   37,968  457,398  513,954  539,124  607,654  127,227   58,697

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:     -8,037)
     413    8,606     -361   -3,830   -5,406   -3,778    2,840   -4,260  -10,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      8.4      5.7     68.6     77.1     80.9     91.2     19.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      31       34       43       87       71      143      123
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,753,161
COMMITMENTS
 580,893  275,017   81,919  1898135  2143037  2560948  2499973  192,213  253,188

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:     60,744)
   3,265  -33,641   13,154   57,078   76,099   73,497   55,612  -12,753    5,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     10.0      3.0     68.9     77.8     93.0     90.8      7.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
      91       91       56      140      137      257      258
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      109,357
COMMITMENTS
  15,588   12,532        0   86,662   92,889  102,250  105,421    7,107    3,936

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:     -3,906)
  -2,524   -2,344        0     -741   -1,060   -3,265   -3,404     -641     -502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     11.5      0.0     79.2     84.9     93.5     96.4      6.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
       6        7        0       43       34       49       41
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       25,817
COMMITMENTS
   1,674    4,293        0   15,982   19,079   17,656   23,372    8,161    2,445

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        776)
    -854   -1,121        0    2,903    1,448    2,049      327   -1,274      449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     16.6      0.0     61.9     73.9     68.4     90.5     31.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        5        0       14       24       18       29
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      251,748
COMMITMENTS
  35,971   44,780    2,943  195,474  161,059  234,388  208,782   17,360   42,966

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:    -19,645)
    -669   -7,704     -219  -18,327   -1,521  -19,216   -9,444     -429  -10,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     17.8      1.2     77.6     64.0     93.1     82.9      6.9     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      35       44       13       51       66       94      115
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       51,257
COMMITMENTS
  11,574   14,619    4,511   21,669   18,813   37,754   37,944   13,503   13,313

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        -87)
   1,429   -1,249      626   -1,616      994      439      372     -527     -459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     28.5      8.8     42.3     36.7     73.7     74.0     26.3     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      15       15        6       11       14       30       31
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,628
COMMITMENTS
   6,026    9,101       10   24,171   21,061   30,207   30,172    5,421    5,456

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      1,176)
    -286    2,774       10    1,799   -1,539    1,523    1,245     -347      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     25.5      0.0     67.8     59.1     84.8     84.7     15.2     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       8       19        1       15       20       24       39
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       43,651
COMMITMENTS
  10,722   18,027      479   24,207   19,778   35,408   38,284    8,243    5,367

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        632)
     775   -1,986      313      979     -339    2,067   -2,012   -1,435    2,644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6     41.3      1.1     55.5     45.3     81.1     87.7     18.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      14       11        2       20       18       35       30
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       30,532
COMMITMENTS
   5,097    7,092       86   23,547   21,282   28,730   28,460    1,802    2,072

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        912)
    -157      602       60      827      229      730      891      182       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     23.2      0.3     77.1     69.7     94.1     93.2      5.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        7        2       12       14       19       22
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       14,250
COMMITMENTS
   3,768      780        0    9,706   12,807   13,474   13,587      776      663

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        147)
      -7       14        0      171       63      164       77      -17       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      5.5      0.0     68.1     89.9     94.6     95.3      5.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        4        0        6        3       15        7
```

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Updated January 30, 2009