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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       38,675
COMMITMENTS
   2,903    4,303    7,440   22,276   18,994   32,619   30,738    6,056    7,937

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      2,170)
     784     -248      492    1,185    1,151    2,461    1,395     -291      774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     11.1     19.2     57.6     49.1     84.3     79.5     15.7     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      17       13       23       37       31       63       59
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      193,159
COMMITMENTS
  48,638   12,946   44,399   77,833  103,818  170,870  161,163   22,289   31,996

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        671)
     570    1,259     -698    2,066    1,614    1,938    2,175   -1,268   -1,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      6.7     23.0     40.3     53.7     88.5     83.4     11.5     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      84       49       72       52       58      180      152
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      316,597
COMMITMENTS
  99,711   50,689   57,655  133,141  152,307  290,506  260,651   26,091   55,946

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:       -517)
  -1,685   -8,355    2,108      654    5,150    1,077   -1,097   -1,594      580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     16.0     18.2     42.1     48.1     91.8     82.3      8.2     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
     111       93       86       96      155      249      299
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,277
COMMITMENTS
   4,323    1,247      807    2,509    5,701    7,639    7,754    1,639    1,523

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:       -656)
    -161      310     -448       72     -313     -538     -450     -118     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.6     13.4      8.7     27.0     61.4     82.3     83.6     17.7     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      30       18       12       19       34       57       57
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,354
COMMITMENTS
   9,789   11,002    4,549   11,472    5,904   25,809   21,455    6,545   10,899

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:       -342)
  -1,015   -1,112      442      682      453      108     -217     -450     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3     34.0     14.1     35.5     18.2     79.8     66.3     20.2     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      38       29       34       45       36       98       90
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       19,028
COMMITMENTS
   2,548      335      120   11,959   18,282   14,627   18,737    4,401      291

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -4,030)
      59     -560     -111   -3,882   -3,259   -3,934   -3,930      -96     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      1.8      0.6     62.8     96.1     76.9     98.5     23.1      1.5

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 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       89,270
COMMITMENTS
  31,638    8,286    3,582   16,027   60,150   51,247   72,019   38,023   17,252

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:    -30,010)
   2,242    4,914   -5,500  -23,412  -23,946  -26,670  -24,532   -3,340   -5,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.4      9.3      4.0     18.0     67.4     57.4     80.7     42.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      22       11       12       17       25       44       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       36,996
COMMITMENTS
   9,188   13,484    1,750   14,166    9,736   25,104   24,969   11,892   12,027

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        933)
  -2,220    2,830     -217    5,774   -2,913    3,337     -300   -2,404    1,233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8     36.4      4.7     38.3     26.3     67.9     67.5     32.1     32.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      12        9        6        7        9       20       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      103,541
COMMITMENTS
  78,578    5,571    1,121   17,816   95,073   97,515  101,765    6,026    1,776

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:    -11,461)
 -19,156     -594      876    7,276  -11,946  -11,003  -11,664     -458      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.9      5.4      1.1     17.2     91.8     94.2     98.3      5.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      47       13        3       13       16       61       31
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       81,906
COMMITMENTS
  13,037   38,069    4,480   44,903   17,108   62,420   59,658   19,486   22,248

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      3,924)
    -755      934    1,508    2,599    1,644    3,352    4,086      573     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     46.5      5.5     54.8     20.9     76.2     72.8     23.8     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      18       25       12       15       17       37       50
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      108,361
COMMITMENTS
  29,060   27,964   10,611   47,924   44,932   87,595   83,506   20,766   24,855

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      8,054)
  -4,504    4,502    2,172   11,781   -1,344    9,449    5,329   -1,395    2,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8     25.8      9.8     44.2     41.5     80.8     77.1     19.2     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      22       32       17       16       17       49       55
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      175,705
COMMITMENTS
  43,123   53,542   27,713   49,704   57,506  120,540  138,761   55,165   36,944

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     15,986)
     558   -3,329    7,773    7,259   10,366   15,590   14,810      397    1,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5     30.5     15.8     28.3     32.7     68.6     79.0     31.4     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      48       50       44       28       31       99      102
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       19,372
COMMITMENTS
  15,164    5,418        0    1,705   12,386   16,869   17,804    2,503    1,568

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        725)
     929      635        0      107      162    1,036      797     -311      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.3     28.0      0.0      8.8     63.9     87.1     91.9     12.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        7        0        5        7       14       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,240,556
COMMITMENTS
 1060729  317,176  3751111  5578277  6275497 10390116 10343784  850,440  896,772

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:    277,645)
   7,688   48,598  190,915  163,343   93,840  361,947  333,353  -84,302  -55,709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      2.8     33.4     49.6     55.8     92.4     92.0      7.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      71       51      105      135      131      254      246
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      385,162
COMMITMENTS
  23,495   21,455   22,308  241,137  294,752  286,940  338,514   98,222   46,648

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:   -179,003)
  -3,267  -24,200  -18,693  -84,021 -105,314 -105,980 -148,206  -73,023  -30,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      5.6      5.8     62.6     76.5     74.5     87.9     25.5     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      19       23       26       80       69      116      101
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,482,019
COMMITMENTS
 377,768  296,773   51,537  1854531  1882026  2283836  2230336  198,183  251,683

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -1,072,528)
-144,228  -10,354 -105,077 -766,824 -670,157 -1016129 -785,588  -56,399 -286,939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     12.0      2.1     74.7     75.8     92.0     89.9      8.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
      90       82       47      158      163      273      267
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      103,033
COMMITMENTS
  14,784   10,441       63   75,730   86,440   90,577   96,944   12,456    6,089

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:    -17,244)
  -5,137     -574       -1  -14,247  -16,800  -19,385  -17,375    2,142      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     10.1      0.1     73.5     83.9     87.9     94.1     12.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      13        6        1       45       29       58       36
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:        9,811
COMMITMENTS
   2,518      710        0    3,852    6,717    6,370    7,427    3,441    2,384

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:    -18,022)
  -7,882      140     -220   -6,599  -16,911  -14,701  -16,991   -3,321   -1,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7      7.2      0.0     39.3     68.5     64.9     75.7     35.1     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        0        9       11       13       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      281,996
COMMITMENTS
 111,524   71,506    5,557  138,945  187,957  256,025  265,020   25,970   16,975

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:   -170,292)
   4,060  -32,024  -14,219 -157,735 -112,945 -167,894 -159,188   -2,397  -11,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.5     25.4      2.0     49.3     66.7     90.8     94.0      9.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      64       43       15       52       69      122      121
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      100,116
COMMITMENTS
  48,147   15,599    3,649   22,175   68,838   73,971   88,085   26,145   12,030

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -5,831)
  -6,627    1,965    1,775     -995   -9,042   -5,847   -5,302       15     -529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.1     15.6      3.6     22.1     68.8     73.9     88.0     26.1     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      24       15       13       14       17       46       37
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       24,377
COMMITMENTS
   7,646    5,023        0   11,175    8,417   18,821   13,440    5,556   10,937

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -1,473)
  -1,917   -1,804        0      582     -279   -1,335   -2,083     -138      610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4     20.6      0.0     45.8     34.5     77.2     55.1     22.8     44.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      11       10        0       13       11       24       21
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       25,361
COMMITMENTS
   4,351    5,945      725   11,719   13,083   16,795   19,753    8,566    5,608

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        614)
  -2,666     -241      342    1,018    2,763   -1,306    2,864    1,920   -2,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     23.4      2.9     46.2     51.6     66.2     77.9     33.8     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       10        2       14       18       22       28
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       26,072
COMMITMENTS
   3,795      393       40   20,005   24,413   23,840   24,846    2,232    1,226

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -1,122)
    -307      393      -35      493     -643      151     -285   -1,273     -837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      1.5      0.2     76.7     93.6     91.4     95.3      8.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        1        1       17       18       25       20
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       17,322
COMMITMENTS
   1,918      718        0    8,922   15,000   10,840   15,718    6,482    1,604

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -4,547)
  -1,247   -1,061        0   -2,712   -3,424   -3,959   -4,485     -588      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      4.1      0.0     51.5     86.6     62.6     90.7     37.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        2        0        9        6       14        8
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       17,721
COMMITMENTS
   3,914      633        0   11,815   16,488   15,729   17,121    1,992      600

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -1,814)
    -985       75      -79     -478   -1,752   -1,542   -1,756     -272      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      3.6      0.0     66.7     93.0     88.8     96.6     11.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        4        0        7        1       15        5
```

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Updated December 28, 2009