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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       46,762
COMMITMENTS
   2,996    6,351    9,189   29,459   21,208   41,644   36,748    5,118   10,014

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:      5,638)
     305      630    1,676    3,978    1,655    5,959    3,961     -322    1,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4     13.6     19.6     63.0     45.4     89.1     78.6     10.9     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      19       18       27       36       30       65       65
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      211,994
COMMITMENTS
  46,934   13,642   49,107   91,620  115,545  187,661  178,294   24,333   33,700

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:    -12,261)
  -8,266      897   -3,549      512   -8,648  -11,302  -11,300     -959     -961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      6.4     23.2     43.2     54.5     88.5     84.1     11.5     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      77       47       80       52       60      169      162
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      345,174
COMMITMENTS
 118,154   33,877   70,223  130,769  175,205  319,145  279,305   26,028   65,869

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:       -491)
    -926    3,294      730     -412   -3,815     -608      209      117     -701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.2      9.8     20.3     37.9     50.8     92.5     80.9      7.5     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      420)
     121       89      113      102      180      283      337
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,814
COMMITMENTS
   3,949      944    1,660    2,815    6,129    8,424    8,733    2,389    2,080

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:        -57)
    -119     -203     -210     -140     -106     -469     -519      412      462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.5      8.7     15.4     26.0     56.7     77.9     80.8     22.1     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      32       16       15       17       31       58       57
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       34,924
COMMITMENTS
  12,698    4,005    6,115   10,495    9,977   29,308   20,097    5,616   14,828

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -2,860)
    -634   -1,054   -1,445     -812     -801   -2,891   -3,300       30      439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.4     11.5     17.5     30.1     28.6     83.9     57.5     16.1     42.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      42       24       34       34       48       95       95
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       17,743
COMMITMENTS
   2,741      548       30   10,419   16,883   13,190   17,461    4,553      282

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:       -193)
     -44      339        0     -142     -572     -186     -233       -7       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      3.1      0.2     58.7     95.2     74.3     98.4     25.7      1.6

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 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       98,541
COMMITMENTS
  25,672    8,463    6,552   25,975   62,422   58,198   77,437   40,343   21,105

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -8,183)
 -10,492       50      412    3,942  -11,235   -6,137  -10,773   -2,045    2,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1      8.6      6.6     26.4     63.3     59.1     78.6     40.9     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      28       17       13       23       27       58       50
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       39,460
COMMITMENTS
  10,057   12,117    1,845   16,269   11,183   28,171   25,144   11,289   14,316

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:      2,548)
  -2,107    5,401      220    5,136   -4,218    3,248    1,403     -700    1,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     30.7      4.7     41.2     28.3     71.4     63.7     28.6     36.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13       11        5        9        8       23       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       93,185
COMMITMENTS
  52,997   10,344      234   33,377   80,211   86,608   90,789    6,577    2,396

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -4,226)
 -14,136    1,361        5    9,592   -5,945   -4,539   -4,579      313      353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.9     11.1      0.3     35.8     86.1     92.9     97.4      7.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      42       11        1       16       18       58       30
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      105,549
COMMITMENTS
  14,499   49,392    5,237   65,739   21,770   85,474   76,399   20,075   29,151

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     12,135)
    -530    7,018    1,490    9,740   -1,111   10,700    7,397    1,435    4,738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     46.8      5.0     62.3     20.6     81.0     72.4     19.0     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      16       33       11       21       17       44       54
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      129,731
COMMITMENTS
  30,084   21,710    9,535   66,435   68,070  106,054   99,315   23,677   30,416

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -3,292)
   1,777   -9,400     -105   -3,915    6,435   -2,243   -3,070   -1,049     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2     16.7      7.4     51.2     52.5     81.7     76.6     18.3     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      28       36       28       17       24       64       69
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      238,531
COMMITMENTS
  32,371   70,810   38,204  116,717   76,179  187,292  185,193   51,239   53,338

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     12,046)
     -30    2,011    7,109    3,166      471   10,245    9,592    1,801    2,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     29.7     16.0     48.9     31.9     78.5     77.6     21.5     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      40       66       48       33       38      105      120
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,312
COMMITMENTS
  15,251    9,868        0    3,659    9,838   18,910   19,706    2,402    1,606

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:       -128)
    -754    2,334        0      897   -2,792      143     -458     -271      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.6     46.3      0.0     17.2     46.2     88.7     92.5     11.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9       12        0        9       10       18       22
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,061,018
COMMITMENTS
 1607828  378,387  4375751  6165335  7322593 12148914 12076730  912,104  984,288

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:    324,440)
  26,264   74,967  140,468  159,335  122,642  326,066  338,077   -1,626  -13,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      2.9     33.5     47.2     56.1     93.0     92.5      7.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      70       72      118      136      138      275      267
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      446,531
COMMITMENTS
  31,427   63,746   31,620  287,102  297,227  350,148  392,593   96,382   53,937

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:      6,476)
   2,984   15,559     -168    7,321  -11,158   10,137    4,233   -3,660    2,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     14.3      7.1     64.3     66.6     78.4     87.9     21.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      30       23       28       87       70      131      107
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,877,841
COMMITMENTS
 551,847  452,172   86,060  1959317  2014854  2597224  2553086  280,617  324,755

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     76,709)
  47,916   49,983   -4,259  -17,166   -8,939   26,491   36,784   50,219   39,925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     15.7      3.0     68.1     70.0     90.2     88.7      9.8     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      454)
      96      106       76      170      173      309      313
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      101,814
COMMITMENTS
  10,532    8,690        0   82,908   89,666   93,440   98,356    8,374    3,458

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:        240)
    -819     -162        0    2,619     -271    1,800     -433   -1,560      674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      8.5      0.0     81.4     88.1     91.8     96.6      8.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      13        3        0       46       31       59       34
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       22,836
COMMITMENTS
   1,125    7,668      626   17,251   12,596   19,002   20,890    3,834    1,947

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:      7,335)
    -134    7,007       -0    7,657      971    7,523    7,978     -188     -642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9     33.6      2.7     75.5     55.2     83.2     91.5     16.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        1       11       12       14       15
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      417,995
COMMITMENTS
 119,729   98,566    8,953  258,060  286,264  386,741  393,782   31,253   24,212

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     49,826)
   4,677   14,453   -1,018   40,066   28,732   43,724   42,166    6,102    7,660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6     23.6      2.1     61.7     68.5     92.5     94.2      7.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      67       41       20       74       65      152      116
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      105,562
COMMITMENTS
  46,395   12,871    4,657   25,016   71,757   76,067   89,284   29,495   16,278

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:    -12,504)
 -14,617   -2,588      723      303  -13,692  -13,591  -15,557    1,087    3,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.9     12.2      4.4     23.7     68.0     72.1     84.6     27.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      23       15       10       12       15       41       34
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       42,096
COMMITMENTS
  15,159   12,155        0   17,535   14,055   32,694   26,210    9,402   15,886

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:        342)
    -217   -1,068        0   -3,237   -1,240   -3,454   -2,308    3,796    2,650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0     28.9      0.0     41.7     33.4     77.7     62.3     22.3     37.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      19       13        0       18       16       37       29
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       46,480
COMMITMENTS
  16,450    5,351    1,391   19,333   34,772   37,174   41,514    9,306    4,966

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:      3,630)
   1,060     -308     -486    2,028    2,916    2,602    2,122    1,028    1,508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.4     11.5      3.0     41.6     74.8     80.0     89.3     20.0     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      15        8        2       17       28       33       37
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       27,913
COMMITMENTS
   4,735        0       40   20,514   26,647   25,289   26,687    2,624    1,226

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:       -423)
    -707        0        0       36     -387     -671     -387      248      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      0.0      0.1     73.5     95.5     90.6     95.6      9.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10        0        1       16       18       26       19
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       19,851
COMMITMENTS
   3,928    1,185       82    9,941   17,284   13,951   18,551    5,900    1,300

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:         -8)
     156      265       42      -31     -336      167      -29     -175       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      6.0      0.4     50.1     87.1     70.3     93.5     29.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9        3        1       10        8       19       12
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       18,556
COMMITMENTS
   4,028    1,651       85   13,096   15,988   17,209   17,724    1,347      832

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:      1,180)
     -95    1,333       64    2,071     -563    2,040      834     -860      346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      8.9      0.5     70.6     86.2     92.7     95.5      7.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        6        1        8        2       18        8
```

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Updated February 5, 2010