```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,247
COMMITMENTS
       0      129       75    2,730    2,811    2,805    3,015      441      231

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:        -22)
     -42       78      -26       46      -20      -22       33        0      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.0      2.3     84.1     86.6     86.4     92.9     13.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       16       11       18       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       36,471
COMMITMENTS
   1,199    4,476    7,550   20,390   17,028   29,139   29,054    7,332    7,417

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:        780)
      22      185     -326      939      806      635      665      145      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     12.3     20.7     55.9     46.7     79.9     79.7     20.1     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       8       19       18       34       26       58       47
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      178,576
COMMITMENTS
  34,499   35,313   49,547   74,332   63,053  158,378  147,913   20,198   30,664

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:     -8,864)
    -201   -2,661   -3,996   -3,680     -845   -7,877   -7,503     -987   -1,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     19.8     27.7     41.6     35.3     88.7     82.8     11.3     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      73       68       83       48       53      176      165
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      322,887
COMMITMENTS
  76,566   55,711   78,228  140,784  137,923  295,579  271,863   27,308   51,025

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:      9,206)
   1,886   -5,761    4,328     -311    9,851    5,902    8,418    3,304      788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     17.3     24.2     43.6     42.7     91.5     84.2      8.5     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      375)
     101       92       85      106      151      250      293
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,562
COMMITMENTS
   3,772    4,352      766    3,030    2,644    7,569    7,762    1,993    1,800

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:       -894)
    -211     -322     -209       52      130     -368     -401     -526     -494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.5     45.5      8.0     31.7     27.6     79.2     81.2     20.8     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      23       27        9       17       18       45       50
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       28,995
COMMITMENTS
  10,078   10,097    3,564    7,997    5,089   21,639   18,750    7,356   10,245

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:     -1,254)
     498        3     -453     -559      -90     -514     -540     -740     -714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.8     34.8     12.3     27.6     17.6     74.6     64.7     25.4     35.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      33       34       28       42       33       90       85
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       20,067
COMMITMENTS
   7,829      339      216    9,476   19,199   17,521   19,754    2,546      313

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:        844)
     721     -198       20       61    1,082      802      904       42      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.0      1.7      1.1     47.2     95.7     87.3     98.4     12.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        1        1        7       11       15       12
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      122,792
COMMITMENTS
  53,233    9,149    4,922   20,891   89,859   79,046  103,930   43,746   18,863

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:     10,659)
   2,529    2,242      645    4,482    8,385    7,656   11,271    3,003     -612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.4      7.5      4.0     17.0     73.2     64.4     84.6     35.6     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      32       15       16       22       22       62       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       57,755
COMMITMENTS
  30,030    6,206    1,239    4,512   42,178   35,781   49,624   21,974    8,132

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:      5,085)
   2,479      820      362      605    3,323    3,446    4,506    1,639      579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.0     10.7      2.1      7.8     73.0     62.0     85.9     38.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      18        8        5        5       14       25       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       83,530
COMMITMENTS
  63,913    8,729      176   14,438   72,569   78,527   81,474    5,003    2,056

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:     25,497)
  31,698  -15,537       53   -6,402   40,967   25,349   25,483      148       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.5     10.5      0.2     17.3     86.9     94.0     97.5      6.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      38       17        3       11       18       50       37
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      110,194
COMMITMENTS
  16,062   59,034    2,782   70,983   18,535   89,827   80,350   20,367   29,844

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:    -12,005)
   6,370  -16,029       81  -18,831    5,428  -12,381  -10,520      375   -1,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     53.6      2.5     64.4     16.8     81.5     72.9     18.5     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      16       27        8       18       16       38       47
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      131,480
COMMITMENTS
  49,518   17,545    6,745   47,602   84,628  103,865  108,918   27,615   22,562

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:      2,772)
    -218    1,705      594    6,107     -231    6,483    2,068   -3,711      705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.7     13.3      5.1     36.2     64.4     79.0     82.8     21.0     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      30       30       19       17       17       59       54
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      194,143
COMMITMENTS
  77,390   37,302   17,457   41,154  100,037  136,001  154,796   58,142   39,347

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:      8,486)
  -2,176    4,396    4,480    7,830   -1,856   10,133    7,020   -1,647    1,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.9     19.2      9.0     21.2     51.5     70.1     79.7     29.9     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      53       42       36       27       35       99       94
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,862
COMMITMENTS
  19,531    2,373        0    1,880   21,600   21,411   23,973    3,451      889

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:        486)
      99      571        0      352     -107      451      464       35       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.6      9.5      0.0      7.6     86.9     86.1     96.4     13.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      18        5        0        6       11       24       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,229,549
COMMITMENTS
 1173407  367,344  4270582  5825138  6670940 11269128 11308866  960,421  920,683

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:   -124,209)
 -44,261   38,456  -70,584  -41,512 -155,214 -156,357 -187,342   32,149   63,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      3.0     34.9     47.6     54.5     92.1     92.5      7.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      75       60      108      134      137      265      253
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      485,164
COMMITMENTS
  28,685   38,742   36,149  308,136  355,886  372,970  430,777  112,194   54,386

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:    -11,691)
   1,680     -568   -8,274   -2,177   -3,904   -8,772  -12,745   -2,920    1,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      8.0      7.5     63.5     73.4     76.9     88.8     23.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      19       34       33       80       61      127      100
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,534,300
COMMITMENTS
 430,121  346,714   92,626  1821844  1783779  2344590  2223119  189,710  311,181

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:     18,402)
  -5,579   57,315  -28,059   46,525    3,405   12,887   32,661    5,516  -14,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     13.7      3.7     71.9     70.4     92.5     87.7      7.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      440)
      91      104       65      163      171      292      302
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      105,138
COMMITMENTS
  16,977   10,451    2,030   72,529   87,862   91,536  100,343   13,602    4,795

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:     -1,259)
  -1,656      278      420      153   -2,933   -1,083   -2,235     -176      976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      9.9      1.9     69.0     83.6     87.1     95.4     12.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      12        8        1       45       28       57       37
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       20,327
COMMITMENTS
   6,786      582        0    9,361   12,115   16,147   12,697    4,180    7,630

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:        584)
    -328       17        0      928      -22      600       -5      -16      589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.4      2.9      0.0     46.1     59.6     79.4     62.5     20.6     37.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        2        0       16       19       23       21
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      330,192
COMMITMENTS
  81,580  106,256    8,826  189,365  197,119  279,770  312,201   50,422   17,991

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:      3,624)
 -15,077    7,412      591   15,953   -5,068    1,468    2,935    2,156      689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7     32.2      2.7     57.3     59.7     84.7     94.6     15.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      64       50       18       59       73      129      135
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      126,059
COMMITMENTS
  62,391    8,647    2,113   28,131   98,887   92,635  109,647   33,424   16,412

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:      1,971)
   2,493    1,118      366    2,333   -1,848    5,192     -363   -3,221    2,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.5      6.9      1.7     22.3     78.4     73.5     87.0     26.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      27       11        9       15       15       49       28
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,122
COMMITMENTS
  11,914    4,077        0   13,442   18,398   25,356   22,475    5,766    8,647

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:      1,089)
     425      933        0    1,164     -165    1,589      768     -500      321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.3     13.1      0.0     43.2     59.1     81.5     72.2     18.5     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      14        9        0       19       15       33       24
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       44,986
COMMITMENTS
   8,175    9,974    2,911   27,490   18,908   38,576   31,793    6,410   13,193

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:        587)
  -1,040     -377    1,222      938      657    1,120    1,502     -533     -915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     22.2      6.5     61.1     42.0     85.8     70.7     14.2     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7       12        1       22       21       30       33
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       24,479
COMMITMENTS
   4,870      392       40   16,421   21,963   21,331   22,395    3,148    2,084

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:        644)
     131        0      -38      507      414      600      376       44      268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      1.6      0.2     67.1     89.7     87.1     91.5     12.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9        1        1       15       15       24       17
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       17,664
COMMITMENTS
   2,584      480        0    9,628   16,134   12,212   16,614    5,452    1,050

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:        -73)
    -551     -272        0     -473      279   -1,024        7      951      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      2.7      0.0     54.5     91.3     69.1     94.1     30.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        1        0        7        8       13        9
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,778
COMMITMENTS
   6,012      885        0   12,158   18,664   18,170   19,549    1,608      229

CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST:        681)
   1,902       40        0   -1,054      935      848      975     -167     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4      4.5      0.0     61.5     94.4     91.9     98.8      8.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      16        3        0        7        3       23        6
```

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Updated October 23, 2009