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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       38,263
COMMITMENTS
   2,473    5,619    6,459   23,553   18,513   32,485   30,591    5,779    7,673

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:       -236)
    -452     -326     -164      405      765     -211      276      -25     -511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     14.7     16.9     61.6     48.4     84.9     79.9     15.1     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      20       14       23       32       26       58       57
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      226,745
COMMITMENTS
  58,199   13,590   51,541   90,809  126,843  200,549  191,974   26,195   34,770

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:     10,575)
   4,779      -29    1,538    3,970    7,827   10,287    9,336      288    1,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7      6.0     22.7     40.0     55.9     88.4     84.7     11.6     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      99       45       83       51       58      197      156
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      344,351
COMMITMENTS
 120,520   33,896   66,041  131,446  178,031  318,007  277,969   26,344   66,382

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      7,016)
   9,140   -8,358        8   -2,053   11,818    7,095    3,468      -79    3,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.0      9.8     19.2     38.2     51.7     92.3     80.7      7.7     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      397)
     127       70       96      101      174      275      301
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,449
COMMITMENTS
   4,090    1,373    1,564    2,840    6,044    8,494    8,981    1,955    1,468

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        763)
    -134     -377      670        2      733      538    1,026      225     -263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.1     13.1     15.0     27.2     57.8     81.3     85.9     18.7     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      30       17       10       13       30       48       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       34,692
COMMITMENTS
  12,042    6,363    5,546   11,613    9,665   29,201   21,574    5,491   13,119

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,658)
     880      -31      598      646    1,479    2,124    2,046     -466     -387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.7     18.3     16.0     33.5     27.9     84.2     62.2     15.8     37.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      37       35       31       43       46       97       98
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       17,177
COMMITMENTS
   3,057        0       60    9,725   16,914   12,842   16,974    4,335      203

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:     -1,169)
     511     -383      -60   -1,564     -559   -1,113   -1,002      -56     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      0.0      0.3     56.6     98.5     74.8     98.8     25.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        0        1        8       11       15       12
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      131,457
COMMITMENTS
  58,202   10,661    4,049   21,343   96,282   83,595  110,992   47,862   20,465

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      3,428)
  -2,487     -937      587    3,340    2,963    1,441    2,613    1,987      815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.3      8.1      3.1     16.2     73.2     63.6     84.4     36.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      32       10       12       24       28       62       44
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       40,172
COMMITMENTS
  17,016    3,310    1,606    6,324   25,921   24,945   30,837   15,227    9,335

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:       -233)
     -44       49      291     -550      927     -303    1,267       70   -1,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.4      8.2      4.0     15.7     64.5     62.1     76.8     37.9     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      19        4        6        7       11       26       21
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      112,388
COMMITMENTS
  87,090    7,837      234   17,005  102,528  104,329  110,599    8,059    1,789

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      7,720)
   5,485    2,135      -15      993    5,397    6,463    7,517    1,257      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.5      7.0      0.2     15.1     91.2     92.8     98.4      7.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      52       15        2       15       21       68       37
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       89,499
COMMITMENTS
  21,564   41,037    3,530   42,843   18,199   67,937   62,765   21,562   26,734

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:     -4,972)
   6,275   -9,630      845  -14,263    5,876   -7,143   -2,908    2,171   -2,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1     45.9      3.9     47.9     20.3     75.9     70.1     24.1     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      18       26       10       18       18       41       49
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      133,668
COMMITMENTS
  23,376   39,532    8,115   82,296   53,160  113,787  100,807   19,881   32,861

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,446)
   1,663    2,230     -342   -1,607    1,328     -286    3,216    1,733   -1,769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     29.6      6.1     61.6     39.8     85.1     75.4     14.9     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      22       36       19       18       23       52       66
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      195,009
COMMITMENTS
  36,126   59,254   21,709   84,549   65,834  142,385  146,797   52,625   48,212

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      7,432)
    -311    6,892    1,082    3,806   -3,822    4,576    4,152    2,856    3,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     30.4     11.1     43.4     33.8     73.0     75.3     27.0     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      47       48       44       38       35      109      103
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,917
COMMITMENTS
  22,397    6,041        0    1,218   19,664   23,615   25,705    3,302    1,212

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,185)
     980      307        0       22      854    1,002    1,161      183       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    83.2     22.4      0.0      4.5     73.1     87.7     95.5     12.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      17        8        0        4       11       21       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,161,231
COMMITMENTS
 1426921  299,987  4094330  5747239  6767419 11268490 11161736  892,741  999,495

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:    243,676)
 168,711    3,859   41,324   -5,695  160,784  204,340  205,968   39,335   37,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      2.5     33.7     47.3     55.6     92.7     91.8      7.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      79       58      112      131      134      264      257
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      402,156
COMMITMENTS
  26,778   30,492   24,184  252,093  301,051  303,054  355,727   99,102   46,429

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        -53)
     465    2,751   -3,462     -817      -83   -3,814     -794    3,761      741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      7.6      6.0     62.7     74.9     75.4     88.5     24.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      26       19       25       86       68      123      101
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,597,884
COMMITMENTS
 397,285  341,728   58,332  1941677  1911851  2397294  2311911  200,590  285,973

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      5,912)
  22,045    8,871  -16,310    9,502    9,476   15,238    2,038   -9,326    3,874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     13.2      2.2     74.7     73.6     92.3     89.0      7.7     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      436)
      97       93       62      166      169      299      288
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       98,247
COMMITMENTS
   9,171    9,699        0   78,857   85,793   88,028   95,492   10,219    2,755

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        -22)
     714       -2     -299   -1,808      765   -1,393      464    1,371     -486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      9.9      0.0     80.3     87.3     89.6     97.2     10.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      12        4        0       45       31       57       35
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       15,681
COMMITMENTS
   5,658      205      627    5,192   12,065   11,477   12,897    4,204    2,783

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,116)
   1,575      205        0     -458      840    1,117    1,045       -1       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1      1.3      4.0     33.1     76.9     73.2     82.2     26.8     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        1       11       12       15       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      347,532
COMMITMENTS
 139,140   90,186    6,692  172,424  235,050  318,256  331,927   29,276   15,605

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:     30,249)
  29,525      424   -1,510    1,302   31,368   29,318   30,282      932      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.0     26.0      1.9     49.6     67.6     91.6     95.5      8.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      75       43       15       56       77      137      129
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      138,417
COMMITMENTS
  77,336   14,025    3,416   25,097  108,747  105,850  126,188   32,567   12,229

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      6,540)
   4,127      254    1,139      432    6,889    5,698    8,282      842   -1,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.9     10.1      2.5     18.1     78.6     76.5     91.2     23.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      35       12       11       14       18       55       35
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,128
COMMITMENTS
  14,685   15,145        0   19,014   11,767   33,699   26,912    6,429   13,216

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,874)
     919      536        0      469    1,005    1,388    1,541      486      333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.6     37.7      0.0     47.4     29.3     84.0     67.1     16.0     32.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      19       11        0       16       18       35       29
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       36,241
COMMITMENTS
  13,234    8,032      488   17,002   21,647   30,724   30,167    5,517    6,074

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:       -824)
  -2,565      184      100    2,230      725     -235    1,009     -589   -1,833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.5     22.2      1.3     46.9     59.7     84.8     83.2     15.2     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      12       13        2       18       26       31       40
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       27,668
COMMITMENTS
   5,926      347       40   19,595   25,819   25,561   26,206    2,107    1,462

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        -49)
     324       33        0      109     -283      433     -250     -482      201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      1.3      0.1     70.8     93.3     92.4     94.7      7.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10        1        1       15       18       25       20
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       20,089
COMMITMENTS
   4,050    1,157       40    9,592   17,674   13,682   18,871    6,407    1,218

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:       -486)
     -85      -89       40     -650     -143     -695     -192      209     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      5.8      0.2     47.7     88.0     68.1     93.9     31.9      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        3        1       10        7       18       11
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,150
COMMITMENTS
   4,962      315       15   11,430   18,383   16,407   18,713    2,743      437

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:       -794)
    -932     -616      -78      296     -239     -714     -933      -80      139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9      1.6      0.1     59.7     96.0     85.7     97.7     14.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      12        3        1        9        2       22        5
```

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Updated January 22, 2010