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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       36,505
COMMITMENTS
   2,119    4,552    6,948   21,091   17,843   30,158   29,342    6,347    7,163

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      1,883)
     676      579      225    1,093      761    1,994    1,565     -111      318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8     12.5     19.0     57.8     48.9     82.6     80.4     17.4     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      14       16       19       36       28       59       55
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      192,488
COMMITMENTS
  48,068   11,687   45,097   75,767  102,204  168,932  158,988   23,556   33,500

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:    -19,809)
    -755    1,395  -14,591   -1,524   -2,561  -16,870  -15,756   -2,939   -4,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      6.1     23.4     39.4     53.1     87.8     82.6     12.2     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      86       42       78       51       57      181      151
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      317,114
COMMITMENTS
 101,395   59,044   55,546  132,487  147,157  289,429  261,748   27,685   55,365

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      1,540)
   3,877   -2,806      -35   -1,321    4,744    2,520    1,902     -980     -362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.0     18.6     17.5     41.8     46.4     91.3     82.5      8.7     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     104       99       84       98      151      245      297
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,934
COMMITMENTS
   4,484      937    1,255    2,438    6,013    8,176    8,205    1,757    1,729

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:       -645)
    -244     -205     -420      -65      -76     -729     -701       84       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.1      9.4     12.6     24.5     60.5     82.3     82.6     17.7     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      29       17       16       18       34       58       58
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,696
COMMITMENTS
  10,804   12,114    4,107   10,790    5,451   25,701   21,673    6,996   11,024

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      1,325)
    -889       41      771    1,570      300    1,451    1,112     -126      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0     37.1     12.6     33.0     16.7     78.6     66.3     21.4     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      35       36       34       42       34       94       94
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       23,058
COMMITMENTS
   2,489      895      231   15,841   21,541   18,561   22,667    4,497      391

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      2,246)
    -548      681        0    2,505    1,299    1,957    1,980      289      266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      3.9      1.0     68.7     93.4     80.5     98.3     19.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        1       11       11       17       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      119,280
COMMITMENTS
  29,396    3,372    9,083   39,439   84,097   77,917   96,551   41,363   22,730

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      8,292)
  -3,999     -104    5,214    2,874     -867    4,089    4,243    4,202    4,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      2.8      7.6     33.1     70.5     65.3     80.9     34.7     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      22       10       10       24       26       51       41
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       36,063
COMMITMENTS
  11,408   10,653    1,967    8,392   12,649   21,767   25,269   14,296   10,794

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:    -15,406)
  -8,589    4,199      594   -6,213  -20,102  -14,208  -15,309   -1,198      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6     29.5      5.5     23.3     35.1     60.4     70.1     39.6     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      14        8        6        7       11       23       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      115,003
COMMITMENTS
  97,734    6,165      245   10,540  107,019  108,519  113,429    6,484    1,574

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:    -57,514)
 -15,894   -1,274   -1,696  -39,825  -53,913  -57,415  -56,883      -99     -631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    85.0      5.4      0.2      9.2     93.1     94.4     98.6      5.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      46       13        2       13       15       60       29
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       77,981
COMMITMENTS
  13,792   37,135    2,972   42,304   15,464   59,068   55,572   18,913   22,410

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:    -30,818)
  -3,241    3,272   -7,624  -17,995  -26,936  -28,859  -31,288   -1,958      471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     47.6      3.8     54.2     19.8     75.7     71.3     24.3     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      12       22        8       14       16       31       41
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      100,307
COMMITMENTS
  33,564   23,462    8,439   36,143   46,276   78,146   78,177   22,161   22,130

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:    -33,671)
 -15,476   11,404     -428  -17,471  -42,696  -33,376  -31,720     -295   -1,951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5     23.4      8.4     36.0     46.1     77.9     77.9     22.1     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      26       25       17       15       18       51       50
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      159,718
COMMITMENTS
  42,565   56,872   19,940   42,445   47,140  104,950  123,951   54,768   35,767

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:    -40,413)
 -10,085    4,807    1,538  -36,033  -50,113  -44,580  -43,768    4,166    3,354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7     35.6     12.5     26.6     29.5     65.7     77.6     34.3     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      46       41       39       31       30       90       97
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       18,647
COMMITMENTS
  14,235    4,783        0    1,598   12,224   15,833   17,007    2,814    1,640

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     -4,463)
   1,652       -5        0   -5,867   -3,928   -4,215   -3,933     -248     -530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.3     25.7      0.0      8.6     65.6     84.9     91.2     15.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        6        0        4        7       14       13
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,962,912
COMMITMENTS
 1053040  268,579  3560195  5414934  6181657 10028170 10010431  934,742  952,481

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -2,887,800)
-212,822  -89,442 -1449414 -1220106 -1343289 -2882343 -2882145   -5,458   -5,656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      2.4     32.5     49.4     56.4     91.5     91.3      8.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      65       53      103      131      128      248      240
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      564,165
COMMITMENTS
  26,762   45,654   41,001  325,157  400,066  392,920  486,721  171,245   77,444

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     34,194)
   2,195     -901    1,156   19,223   20,192   22,574   20,447   11,620   13,748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      8.1      7.3     57.6     70.9     69.6     86.3     30.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      20       36       43       87       74      139      122
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,554,547
COMMITMENTS
 521,996  307,127  156,614  2621355  2552183  3299965  3015924  254,582  538,623

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:    612,204)
  81,459   17,596   19,633  480,337  537,066  581,430  574,296   30,774   37,908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      8.6      4.4     73.7     71.8     92.8     84.8      7.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      466)
     108      101       90      194      191      354      331
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      120,276
COMMITMENTS
  19,921   11,015       64   89,977  103,240  109,962  114,319   10,314    5,957

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      5,878)
   1,659      -88       64    8,816    3,381   10,539    3,357   -4,661    2,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      9.2      0.1     74.8     85.8     91.4     95.0      8.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      13        6        1       52       35       66       41
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       27,833
COMMITMENTS
  10,400      570      220   10,451   23,628   21,071   24,418    6,762    3,415

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      3,587)
  -1,436        0      220    2,722    2,016    1,506    2,236    2,081    1,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4      2.0      0.8     37.5     84.9     75.7     87.7     24.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        1        2       14       21       21       23
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      452,287
COMMITMENTS
 107,464  103,530   19,776  296,679  300,902  423,920  424,208   28,368   28,079

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:     94,451)
  13,772    2,753   13,289   61,537   70,578   88,598   86,620    5,852    7,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8     22.9      4.4     65.6     66.5     93.7     93.8      6.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      62       38       22       83       85      155      136
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      105,947
COMMITMENTS
  54,773   13,634    1,874   23,170   77,880   79,817   93,387   26,129   12,560

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:    -22,855)
   4,212    9,655   -4,155  -19,908  -28,073  -19,851  -22,574   -3,004     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.7     12.9      1.8     21.9     73.5     75.3     88.1     24.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      27       12       10       11       17       44       33
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       25,850
COMMITMENTS
   9,563    6,827        0   10,593    8,696   20,156   15,523    5,694   10,327

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:    -29,146)
    -451      869   -1,635  -16,336  -14,654  -18,422  -15,420  -10,724  -13,726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.0     26.4      0.0     41.0     33.6     78.0     60.0     22.0     40.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      17       12        0       13       12       30       24
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       24,747
COMMITMENTS
   7,017    6,186      383   10,701   10,320   18,101   16,889    6,646    7,858

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:    -45,538)
  -1,706   -3,030   -5,867  -26,504  -24,060  -34,077  -32,957  -11,461  -12,581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4     25.0      1.5     43.2     41.7     73.1     68.2     26.9     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9       10        1       15       15       25       25
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       27,194
COMMITMENTS
   4,102        0       75   19,512   25,056   23,689   25,131    3,505    2,063

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      2,165)
    -504        0       23    1,892    1,284    1,411    1,307      754      858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      0.0      0.3     71.8     92.1     87.1     92.4     12.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9        0        3       15       17       24       20
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       21,869
COMMITMENTS
   3,165    1,779        0   11,634   18,424   14,799   20,203    7,070    1,666

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:      1,472)
     336      154        0      295      332      631      486      841      986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      8.1      0.0     53.2     84.2     67.7     92.4     32.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        3        0       10        9       16       12
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,535
COMMITMENTS
   4,899      558       79   12,293   18,240   17,271   18,877    2,264      658

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:       -159)
    -242      450       79      510     -526      347        3     -506     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      2.9      0.4     62.9     93.4     88.4     96.6     11.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        2        1        9        3       19        6
```

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Updated December 18, 2009