```
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       41,124
COMMITMENTS
   2,692    5,721    7,512   25,480   19,554   35,684   32,787    5,440    8,337

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      2,861)
     218      102    1,054    1,928    1,041    3,200    2,196     -338      665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     13.9     18.3     62.0     47.5     86.8     79.7     13.2     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      20       15       24       33       27       60       59
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      224,255
COMMITMENTS
  55,199   12,745   52,656   91,107  124,194  198,963  189,594   25,292   34,661

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     -2,490)
  -3,000     -846    1,115      298   -2,649   -1,586   -2,380     -903     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      5.7     23.5     40.6     55.4     88.7     84.5     11.3     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      92       48       80       48       57      183      159
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      345,665
COMMITMENTS
 119,080   30,583   69,493  131,181  179,020  319,753  279,096   25,912   66,569

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      1,314)
  -1,440   -3,313    3,452     -265      989    1,747    1,127     -433      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.4      8.8     20.1     38.0     51.8     92.5     80.7      7.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     127       77       99      101      179      277      317
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,870
COMMITMENTS
   4,067    1,147    1,870    2,956    6,235    8,893    9,253    1,977    1,618

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        421)
     -22     -226      306      116      192      399      272       22      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4     10.6     17.2     27.2     57.4     81.8     85.1     18.2     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      30       17       13       15       30       54       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       37,785
COMMITMENTS
  13,331    5,059    7,560   11,307   10,778   32,199   23,396    5,586   14,388

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      3,092)
   1,290   -1,304    2,014     -306    1,113    2,997    1,823       95    1,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.3     13.4     20.0     29.9     28.5     85.2     61.9     14.8     38.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      36       38       40       40       52      106      106
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       17,936
COMMITMENTS
   2,785      209       30   10,561   17,455   13,376   17,694    4,560      242

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        759)
    -272      209      -30      836      541      534      720      225       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      1.2      0.2     58.9     97.3     74.6     98.7     25.4      1.3

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 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      106,724
COMMITMENTS
  36,164    8,412    6,140   22,032   73,658   64,336   88,210   42,388   18,514

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:    -24,733)
 -22,039   -2,249    2,090      689  -22,624  -19,259  -22,783   -5,474   -1,951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.9      7.9      5.8     20.6     69.0     60.3     82.7     39.7     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      32       12       14       22       29       58       51
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       36,912
COMMITMENTS
  12,164    6,715    1,625   11,134   15,401   24,923   23,741   11,989   13,171

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     -3,260)
  -4,852    3,405       19    4,810  -10,521      -22   -7,096   -3,238    3,836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0     18.2      4.4     30.2     41.7     67.5     64.3     32.5     35.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      14        7        5        8        9       23       20
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       97,411
COMMITMENTS
  67,133    8,983      229   23,785   86,156   91,147   95,368    6,264    2,043

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:    -14,976)
 -19,957    1,145       -4    6,780  -16,372  -13,181  -15,231   -1,795      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.9      9.2      0.2     24.4     88.4     93.6     97.9      6.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      48       14        2       17       19       66       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       93,414
COMMITMENTS
  15,029   42,374    3,746   55,999   22,881   74,775   69,002   18,640   24,413

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      3,915)
  -6,535    1,337      217   13,155    4,682    6,837    6,237   -2,922   -2,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     45.4      4.0     59.9     24.5     80.0     73.9     20.0     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      15       30       10       18       20       40       53
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      133,024
COMMITMENTS
  28,308   31,110    9,640   70,350   61,635  108,298  102,384   24,726   30,639

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:       -644)
   4,932   -8,422    1,525  -11,947    8,475   -5,490    1,578    4,846   -2,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     23.4      7.2     52.9     46.3     81.4     77.0     18.6     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      26       33       24       18       25       58       68
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      226,485
COMMITMENTS
  32,402   68,799   31,095  113,551   75,708  177,047  175,601   49,438   50,884

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     31,476)
  -3,724    9,545    9,385   29,001    9,874   34,662   28,804   -3,186    2,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     30.4     13.7     50.1     33.4     78.2     77.5     21.8     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      45       56       46       36       37      107      113
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,440
COMMITMENTS
  16,005    7,534        0    2,762   12,630   18,767   20,164    2,673    1,276

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     -5,477)
  -6,392    1,493        0    1,544   -7,034   -4,848   -5,541     -629       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.7     35.1      0.0     12.9     58.9     87.5     94.0     12.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        9        0        6        9       18       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,736,578
COMMITMENTS
 1581565  303,420  4235283  6006001  7199951 11822848 11738653  913,730  997,925

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:    575,347)
 154,644    3,433  140,953  258,762  432,532  554,358  576,917   20,989   -1,570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      2.4     33.3     47.2     56.5     92.8     92.2      7.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      76       62      116      136      136      272      262
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      440,054
COMMITMENTS
  28,443   48,188   31,787  279,781  308,386  340,012  388,361  100,043   51,693

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     37,898)
   1,665   17,695    7,603   27,689    7,335   36,957   32,633      941    5,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     11.0      7.2     63.6     70.1     77.3     88.3     22.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      33       18       30       87       70      130      108
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,801,131
COMMITMENTS
 503,932  402,190   90,319  1976483  2023793  2570733  2516302  230,398  284,830

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:    203,247)
 106,646   60,462   31,987   34,805  111,942  173,439  204,390   29,808   -1,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     14.4      3.2     70.6     72.2     91.8     89.8      8.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      450)
     105       95       72      170      170      309      304
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      101,574
COMMITMENTS
  11,351    8,852        0   80,289   89,938   91,640   98,790    9,934    2,784

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      3,327)
   2,180     -847        0    1,432    4,145    3,612    3,298     -284       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      8.7      0.0     79.0     88.5     90.2     97.3      9.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      11        3        0       45       31       56       34
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       15,501
COMMITMENTS
   1,259      661      626    9,594   11,625   11,479   12,912    4,022    2,589

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:       -180)
  -4,399      456       -1    4,402     -440        2       15     -182     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      4.3      4.0     61.9     75.0     74.1     83.3     25.9     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        1       14       11       17       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      368,168
COMMITMENTS
 115,052   84,113    9,971  217,994  257,532  343,017  351,616   25,151   16,552

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     20,636)
 -24,088   -6,072    3,279   45,570   22,482   24,761   19,689   -4,125      948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.2     22.8      2.7     59.2     69.9     93.2     95.5      6.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      70       44       13       66       68      142      119
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      118,067
COMMITMENTS
  61,011   15,459    3,933   24,714   85,449   89,658  104,841   28,408   13,225

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:    -20,351)
 -16,325    1,435      517     -383  -23,298  -16,191  -21,347   -4,159      996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.7     13.1      3.3     20.9     72.4     75.9     88.8     24.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      25       15       10       13       17       43       37
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       41,755
COMMITMENTS
  15,376   13,224        0   20,773   15,295   36,149   28,519    5,606   13,236

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      1,627)
     691   -1,921        0    1,759    3,528    2,450    1,607     -823       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.8     31.7      0.0     49.7     36.6     86.6     68.3     13.4     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      18       10        0       21       18       39       28
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       42,850
COMMITMENTS
  15,390    5,659    1,877   17,305   31,856   34,572   39,392    8,278    3,458

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      6,609)
   2,156   -2,373    1,389      303   10,209    3,848    9,225    2,761   -2,616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.9     13.2      4.4     40.4     74.3     80.7     91.9     19.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      16        9        2       18       29       35       39
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       28,336
COMMITMENTS
   5,442        0       40   20,478   27,034   25,960   27,074    2,376    1,262

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        668)
    -484     -347        0      883    1,215      399      868      269     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2      0.0      0.1     72.3     95.4     91.6     95.5      8.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11        0        1       16       18       27       19
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       19,859
COMMITMENTS
   3,772      920       40    9,972   17,620   13,784   18,580    6,075    1,279

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:       -230)
    -278     -237        0      380      -54      102     -291     -332       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      4.6      0.2     50.2     88.7     69.4     93.6     30.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        2        1       11        7       19       10
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       17,376
COMMITMENTS
   4,123      318       21   11,025   16,551   15,169   16,890    2,207      486

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     -1,774)
    -839        3        6     -405   -1,832   -1,238   -1,823     -536       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7      1.8      0.1     63.4     95.3     87.3     97.2     12.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        3        2        7        1       18        5
```

----

Updated January 29, 2010