```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,835
COMMITMENTS
      42      245        8    2,235    2,329    2,285    2,582      550      253

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      8.6      0.3     78.8     82.1     80.6     91.1     19.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        1       12        9       14       12
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       37,505
COMMITMENTS
   1,728    4,391    7,551   20,895   18,201   30,174   30,142    7,331    7,363

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      1,509)
      62      221      313    1,059      790    1,434    1,323       75      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     11.7     20.1     55.7     48.5     80.5     80.4     19.5     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      15       19       19       36       27       60       57
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      198,834
COMMITMENTS
  47,819   22,621   50,171   78,468   95,311  176,458  168,104   22,376   30,730

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        803)
   2,524   -3,467      547    1,705    9,031    4,777    6,111   -3,974   -5,308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     11.4     25.2     39.5     47.9     88.7     84.5     11.3     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      83       48       78       51       60      180      158
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      331,100
COMMITMENTS
  96,270   57,273   66,586  139,992  147,796  302,848  271,654   28,252   59,446

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     -6,326)
   3,133    4,119   -2,792    3,354    2,931    3,695    4,257  -10,021  -10,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1     17.3     20.1     42.3     44.6     91.5     82.0      8.5     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     115       95       96      108      156      266      311
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       11,709
COMMITMENTS
   4,790    2,175    2,059    3,043    5,720    9,892    9,955    1,816    1,754

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        598)
     227     -231      327      191      764      745      859     -147     -261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.9     18.6     17.6     26.0     48.9     84.5     85.0     15.5     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      30       22       14       15       35       55       62
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,921
COMMITMENTS
  12,121   11,610    1,811    7,607    5,230   21,539   18,652    6,382    9,270

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:       -371)
      28      492     -188      619      347      459      651     -831   -1,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.4     41.6      6.5     27.2     18.7     77.1     66.8     22.9     33.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      32       35       23       35       28       79       75
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       19,856
COMMITMENTS
   5,769      124      216    9,923   19,487   15,908   19,827    3,948       29

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:         58)
    -885        5       -8      417      260     -476      257      534     -199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1      0.6      1.1     50.0     98.1     80.1     99.9     19.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        1        1        8       12       15       13
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      101,291
COMMITMENTS
  29,760    4,686    6,733   24,172   68,517   60,664   79,935   40,627   21,356

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     -4,358)
  -5,226   -6,445      932      213    1,578   -4,081   -3,936     -276     -422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4      4.6      6.6     23.9     67.6     59.9     78.9     40.1     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      28       12       15       22       20       57       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       56,988
COMMITMENTS
  25,841    3,926    1,707    9,721   42,135   37,269   47,769   19,719    9,220

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        454)
     961      886      210     -883     -142      289      955      165     -501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.3      6.9      3.0     17.1     73.9     65.4     83.8     34.6     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      15        6        5        7       14       24       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      116,678
COMMITMENTS
  98,074    8,797      523   12,831  105,512  111,428  114,832    5,250    1,846

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     33,494)
  32,953   -1,006       94     -112   34,340   32,935   33,428      559       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    84.1      7.5      0.4     11.0     90.4     95.5     98.4      4.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      38       19        4       15       19       55       41
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       95,642
COMMITMENTS
  23,547   34,160    2,960   45,344   38,178   71,852   75,297   23,790   20,344

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     -7,820)
  -6,983   -2,098      435    1,119   -3,239   -5,429   -4,902   -2,391   -2,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6     35.7      3.1     47.4     39.9     75.1     78.7     24.9     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      23       17        9       18       18       45       40
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      142,781
COMMITMENTS
  65,124   13,291    7,256   39,880   98,310  112,260  118,857   30,521   23,923

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      6,084)
  15,804     -176      795   -9,444    4,222    7,155    4,840   -1,071    1,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.6      9.3      5.1     27.9     68.9     78.6     83.2     21.4     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      37       26       16       19       22       67       53
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      205,199
COMMITMENTS
  71,042   48,014   21,604   57,709   98,089  150,356  167,708   54,843   37,491

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      3,963)
   6,189     -816    2,551    1,384    5,944   10,125    7,679   -6,161   -3,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6     23.4     10.5     28.1     47.8     73.3     81.7     26.7     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      57       41       38       31       33      105       95
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,639
COMMITMENTS
  15,130    3,546        0    3,604   16,942   18,734   20,488    2,905    1,151

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:          0)
    -546      544        0      785     -484      239       60     -239      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.9     16.4      0.0     16.7     78.3     86.6     94.7     13.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13        6        0        8       12       21       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,772,268
COMMITMENTS
 1459733  404,128  4899326  6406870  7464629 12765928 12768084  1006339  1004184

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:    336,314)
 -29,379   34,029  208,872  145,661   98,336  325,154  341,237   11,160   -4,924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      2.9     35.6     46.5     54.2     92.7     92.7      7.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      76       63      113      144      144      280      265
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      502,824
COMMITMENTS
  27,126   41,267   34,537  311,973  369,854  373,636  445,658  129,188   57,166

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:    -14,155)
  -1,660      960  -12,565        3    5,022  -14,222   -6,583       67   -7,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      8.2      6.9     62.0     73.6     74.3     88.6     25.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      20       35       38       84       64      134      107
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,800,171
COMMITMENTS
 464,913  278,283  118,687  2035522  2004095  2619123  2401064  181,048  399,107

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:    -42,004)
  13,953   -4,978  -31,001   26,439  -12,432    9,391  -48,410  -51,396    6,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      9.9      4.2     72.7     71.6     93.5     85.7      6.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
      98       89       70      169      174      305      295
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      110,050
COMMITMENTS
  18,919   11,774      744   78,979   95,081   98,642  107,599   11,408    2,451

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:       -999)
     425     -467       22    1,060     -246    1,507     -691   -2,505     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     10.7      0.7     71.8     86.4     89.6     97.8     10.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      15       10        1       50       33       65       44
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       24,792
COMMITMENTS
  12,566      570        0    7,588   21,292   20,154   21,862    4,638    2,930

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      3,263)
   2,800      300        0     -207    2,220    2,593    2,520      670      743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.7      2.3      0.0     30.6     85.9     81.3     88.2     18.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        1        0       13       19       19       20
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      362,121
COMMITMENTS
 109,545   95,215    6,787  216,558  245,273  332,889  347,275   29,232   14,847

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     19,818)
   7,570   16,131     -832   10,279   10,346   17,016   25,645    2,801   -5,827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3     26.3      1.9     59.8     67.7     91.9     95.9      8.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      67       43       20       61       76      136      131
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      125,926
COMMITMENTS
  53,960    9,844    3,762   35,576   99,625   93,297  113,231   32,628   12,695

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     -4,137)
  -6,675   -3,819    1,042    4,853   -1,949     -780   -4,725   -3,357      588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.9      7.8      3.0     28.3     79.1     74.1     89.9     25.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      30       11       12       14       15       51       31
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       33,785
COMMITMENTS
   8,546    4,669        0   19,135   17,535   27,681   22,204    6,104   11,581

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        486)
     174     -529        0     -374      255     -200     -274      686      760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     13.8      0.0     56.6     51.9     81.9     65.7     18.1     34.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      17       10        0       21       16       38       26
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       59,267
COMMITMENTS
   9,861   11,566    3,165   39,626   24,621   52,652   39,352    6,615   19,915

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:      7,342)
   1,633   -1,115    1,523    4,710    2,974    7,866    3,382     -524    3,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     19.5      5.3     66.9     41.5     88.8     66.4     11.2     33.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       9       16        1       21       26       31       42
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       25,204
COMMITMENTS
   4,647        0       92   17,328   23,835   22,067   23,927    3,137    1,277

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        324)
    -499        0       13      689      844      203      857      121     -533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      0.0      0.4     68.8     94.6     87.6     94.9     12.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11        0        2       15       15       26       17
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       19,479
COMMITMENTS
   3,221    1,328        0   10,034   17,151   13,255   18,479    6,224    1,000

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:        512)
     122      204        0       33      228      155      432      357       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      6.8      0.0     51.5     88.0     68.0     94.9     32.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        2        0        9        9       15       11
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,054
COMMITMENTS
   5,407      237        0   11,952   18,387   17,359   18,624    1,695      430

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:         -8)
    -172      -45        0      227       48       55        3      -63      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4      1.2      0.0     62.7     96.5     91.1     97.7      8.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      13        2        0        7        3       20        5
```

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Updated November 30, 2009