```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,278
COMMITMENTS
       0      218       84    2,713    2,691    2,797    2,992      481      285

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:         31)
       0       88        9      -17     -120       -8      -23       39       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.6      2.6     82.8     82.1     85.3     91.3     14.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        2       15        9       17       12
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       37,891
COMMITMENTS
   1,447    4,133    8,064   21,124   17,799   30,635   29,995    7,256    7,896

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      1,420)
     249     -343      514      734      771    1,496      941      -76      479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     10.9     21.3     55.7     47.0     80.9     79.2     19.1     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      14       15       21       35       26       62       50
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      185,246
COMMITMENTS
  38,485   35,141   50,571   73,805   67,671  162,862  153,384   22,384   31,862

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      6,669)
   3,986     -172    1,024     -527    4,619    4,484    5,471    2,186    1,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     19.0     27.3     39.8     36.5     87.9     82.8     12.1     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      72       68       82       51       55      179      163
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      326,680
COMMITMENTS
  80,086   46,522   82,688  138,001  146,410  300,775  275,620   25,905   51,060

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      3,793)
   3,520   -9,189    4,460   -2,783    8,486    5,197    3,758   -1,403       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5     14.2     25.3     42.2     44.8     92.1     84.4      7.9     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
     101       91       93      106      156      261      295
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,610
COMMITMENTS
   3,756    4,427      808    3,025    2,626    7,589    7,861    2,020    1,748

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:         48)
     -16       75       42       -5      -18       20       99       27      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.1     46.1      8.4     31.5     27.3     79.0     81.8     21.0     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      23       26       11       18       20       47       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       29,126
COMMITMENTS
  11,083    9,885    4,346    7,175    4,957   22,605   19,188    6,521    9,937

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        131)
   1,005     -212      783     -822     -132      966      439     -835     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1     33.9     14.9     24.6     17.0     77.6     65.9     22.4     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      33       35       30       39       30       89       82
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       19,415
COMMITMENTS
   7,607      449      216    8,328   17,893   16,151   18,558    3,264      857

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:       -652)
    -222      110        0   -1,148   -1,306   -1,370   -1,196      718      544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.2      2.3      1.1     42.9     92.2     83.2     95.6     16.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        1        1        7       11       14       12
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      112,975
COMMITMENTS
  41,703    5,169    6,988   23,356   82,883   72,046   95,039   40,930   17,936

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:     -9,817)
 -11,531   -3,980    2,066    2,465   -6,975   -7,000   -8,890   -2,816     -927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.9      4.6      6.2     20.7     73.4     63.8     84.1     36.2     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      33       11       18       23       20       63       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       53,832
COMMITMENTS
  24,031    6,118    1,640    7,583   37,024   33,254   44,782   20,577    9,050

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:     -3,924)
  -5,999      -88      401    3,072   -5,155   -2,527   -4,842   -1,397      918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.6     11.4      3.0     14.1     68.8     61.8     83.2     38.2     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      18        8        7        6       12       27       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       90,896
COMMITMENTS
  73,654    6,859       89   12,413   80,941   86,156   87,889    4,740    3,007

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      7,366)
   9,741   -1,870      -87   -2,025    8,372    7,629    6,415     -263      951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    81.0      7.5      0.1     13.7     89.0     94.8     96.7      5.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      38       12        1       13       16       51       29
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      103,942
COMMITMENTS
  22,606   53,096    3,274   56,822   21,416   82,702   77,785   21,240   26,157

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:     -6,252)
   6,544   -5,938      492  -14,161    2,880   -7,125   -2,565      873   -3,687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     51.1      3.1     54.7     20.6     79.6     74.8     20.4     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      19       24       10       19       16       43       45
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      126,874
COMMITMENTS
  36,421   17,847    7,144   58,457   78,670  102,022  103,661   24,853   23,214

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:     -4,606)
 -13,097      302      399   10,855   -5,958   -1,843   -5,257   -2,762      652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7     14.1      5.6     46.1     62.0     80.4     81.7     19.6     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      28       31       20       16       18       55       58
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      193,076
COMMITMENTS
  68,180   30,579   20,368   43,796  105,173  132,343  156,119   60,733   36,957

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:     -1,067)
  -9,211   -6,724    2,911    2,642    5,136   -3,658    1,323    2,591   -2,390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.3     15.8     10.5     22.7     54.5     68.5     80.9     31.5     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      56       34       34       27       34       98       87
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,230
COMMITMENTS
  17,613    2,585        0    3,100   20,052   20,713   22,637    3,517    1,593

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:       -632)
  -1,918      212        0    1,220   -1,548     -698   -1,336       66      704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.7     10.7      0.0     12.8     82.8     85.5     93.4     14.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      17        6        0        7       11       24       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,521,381
COMMITMENTS
 1134522  383,163  4396313  6059246  6838153 11590080 11617629  931,301  903,752

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:    291,832)
 -38,885   15,820  125,730  234,108  167,214  320,953  308,763  -29,121  -16,931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      3.1     35.1     48.4     54.6     92.6     92.8      7.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      72       66      113      137      140      272      261
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      493,180
COMMITMENTS
  29,331   41,294   39,578  302,092  354,008  371,001  434,880  122,180   58,300

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      8,017)
     646    2,551    3,429   -6,045   -1,878   -1,969    4,103    9,986    3,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      8.4      8.0     61.3     71.8     75.2     88.2     24.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      27       29       35       80       62      130      103
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,639,454
COMMITMENTS
 456,372  323,871  117,492  1870908  1870546  2444772  2311910  194,682  327,545

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:    105,154)
  26,251  -22,843   24,867   49,064   86,767  100,182   88,790    4,972   16,364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     12.3      4.5     70.9     70.9     92.6     87.6      7.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      452)
     102      101       75      169      172      310      309
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      106,841
COMMITMENTS
  17,071   10,411    1,013   73,449   91,542   91,533  102,966   15,308    3,875

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      1,703)
      94      -40   -1,017      920    3,680       -3    2,623    1,706     -920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      9.7      0.9     68.7     85.7     85.7     96.4     14.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      12        8        2       50       32       63       41
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       19,495
COMMITMENTS
   5,706      568        0    9,557   12,617   15,263   13,185    4,232    6,310

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:       -832)
  -1,080      -14        0      196      502     -884      488       52   -1,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3      2.9      0.0     49.0     64.7     78.3     67.6     21.7     32.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        2        0       15       20       22       22
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      335,719
COMMITMENTS
  93,836   99,572    7,623  189,000  212,497  290,459  319,692   45,260   16,027

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:      5,527)
  12,256   -6,684   -1,203     -365   15,378   10,689    7,491   -5,162   -1,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0     29.7      2.3     56.3     63.3     86.5     95.2     13.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      58       51       23       60       78      127      144
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      121,240
COMMITMENTS
  59,102    6,410    2,632   24,598   99,041   86,333  108,083   34,907   13,156

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:     -4,819)
  -3,289   -2,237      519   -3,533      154   -6,302   -1,564    1,484   -3,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.7      5.3      2.2     20.3     81.7     71.2     89.1     28.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      30       11        8       12       14       48       27
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,053
COMMITMENTS
  11,427    4,772        0   14,174   18,074   25,601   22,846    6,452    9,207

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        931)
    -487      695        0      732     -324      245      371      686      560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7     14.9      0.0     44.2     56.4     79.9     71.3     20.1     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      13        9        0       21       17       34       26
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       44,333
COMMITMENTS
   8,621   11,188    4,535   24,758   18,672   37,914   34,395    6,419    9,938

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:       -653)
     446    1,214    1,624   -2,732     -236     -662    2,602        9   -3,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     25.2     10.2     55.8     42.1     85.5     77.6     14.5     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7       13        1       19       22       27       35
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       24,691
COMMITMENTS
   5,251      285       40   16,189   22,911   21,480   23,236    3,211    1,455

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        212)
     381     -107        0     -232      948      149      841       63     -629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      1.2      0.2     65.6     92.8     87.0     94.1     13.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11        1        1       16       17       27       19
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       17,942
COMMITMENTS
   2,539      764        0    9,632   16,393   12,171   17,157    5,771      785

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        278)
     -45      284        0        4      259      -41      543      319     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      4.3      0.0     53.7     91.4     67.8     95.6     32.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        0        6        8       11       10
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,744
COMMITMENTS
   6,718      985        0   12,182   19,376   18,900   20,361    1,844      383

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:        966)
     706      100        0       24      712      730      812      236      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4      4.7      0.0     58.7     93.4     91.1     98.2      8.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      16        3        0        7        2       23        5
```

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Updated October 30, 2009