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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,142
COMMITMENTS
   2,123    5,805      582   16,797   12,944   19,502   19,331    4,640    4,811

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -3,029)
    -491      366     -187   -2,153   -2,525   -2,831   -2,346     -198     -683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     24.0      2.4     69.6     53.6     80.8     80.1     19.2     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      11       19       14       25       21       44       47
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      185,108
COMMITMENTS
  53,484   25,375   28,659   79,112  101,887  161,255  155,921   23,853   29,187

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      9,930)
   3,034      266    2,233    2,790    7,926    8,057   10,425    1,873     -495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     13.7     15.5     42.7     55.0     87.1     84.2     12.9     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      78       58       74       44       56      178      153
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      258,975
COMMITMENTS
  95,918   48,431   33,240  113,391  133,923  242,549  215,594   16,426   43,381

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -5,604)
   1,715   -7,903    1,255   -1,919    7,914    1,051    1,266   -6,655   -6,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     18.7     12.8     43.8     51.7     93.7     83.2      6.3     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
     116       80       78       73      148      228      276
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,589
COMMITMENTS
   4,302    1,918      326    2,651    4,628    7,279    6,872    1,310    1,717

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:       -199)
      17      110      -10      172     -327      179     -227     -378       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1     22.3      3.8     30.9     53.9     84.7     80.0     15.3     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      24       17        6       18       27       48       45
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       29,612
COMMITMENTS
  10,422    9,412    3,642   10,899    6,418   24,963   19,472    4,649   10,140

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:       -512)
     721   -1,490      350     -335      696      736     -444   -1,248      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     31.8     12.3     36.8     21.7     84.3     65.8     15.7     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      32       34       27       34       39       84       90
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       18,346
COMMITMENTS
   2,546      383      120   11,289   17,473   13,955   17,976    4,391      370

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:         81)
      -2       24        0        0     -110       -2      -86       83      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      2.1      0.7     61.5     95.2     76.1     98.0     23.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        1        1        8       11       14       13
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      107,554
COMMITMENTS
  51,736   11,540      100   13,715   80,381   65,551   92,021   42,003   15,533

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      6,397)
   1,279    1,072      -14      649    4,305    1,914    5,363    4,483    1,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1     10.7      0.1     12.8     74.7     60.9     85.6     39.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      24       12        3       17       23       43       36
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       35,161
COMMITMENTS
  12,488   15,268        0   11,260    9,355   23,748   24,623   11,413   10,538

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,872)
   2,154   -2,117        0   -6,500    1,159   -4,346     -958    1,474   -1,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     43.4      0.0     32.0     26.6     67.5     70.0     32.5     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13       11        0        8        8       21       19
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       96,759
COMMITMENTS
  69,341    7,354      245   21,314   87,103   90,900   94,702    5,859    2,057

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:         39)
  -1,051    1,595      -12    1,182     -778      119      805      -80     -766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.7      7.6      0.3     22.0     90.0     93.9     97.9      6.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      44       15        2       14       13       59       29
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       92,891
COMMITMENTS
  18,031   51,595       44   60,287   14,463   78,362   66,102   14,529   26,789

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      8,099)
    -449    3,640       -6   11,500      735   11,045    4,369   -2,946    3,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     55.5      0.0     64.9     15.6     84.4     71.2     15.6     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      15       30        3       16       14       33       45
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      104,231
COMMITMENTS
  20,634   37,445       41   68,983   41,659   89,658   79,145   14,573   25,086

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      9,014)
     691    2,599       41    9,482    3,943   10,214    6,583   -1,200    2,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     35.9      0.0     66.2     40.0     86.0     75.9     14.0     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      21       32        2       14       18       37       50
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      156,155
COMMITMENTS
  37,229   73,017      868   75,603   46,052  113,700  119,937   42,455   36,218

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     12,003)
   3,097    5,088      -31    8,692    4,691   11,758    9,748      245    2,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     46.8      0.6     48.4     29.5     72.8     76.8     27.2     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      39       51       14       29       24       77       80
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       23,053
COMMITMENTS
  18,106    5,133        0    1,457   16,490   19,563   21,623    3,490    1,430

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      4,160)
   4,234       66        0     -571    3,886    3,663    3,952      497      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.5     22.3      0.0      6.3     71.5     84.9     93.8     15.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      12        6        0        5       10       17       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    6,509,938
COMMITMENTS
 746,298  422,126  780,607  4200240  4464752  5727145  5667485  782,793  842,453

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:    153,386)
  14,968  -46,431   63,876   50,744  126,188  129,588  143,633   23,798    9,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      6.5     12.0     64.5     68.6     88.0     87.1     12.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      51       50       82      123      120      224      213
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      325,445
COMMITMENTS
  28,278   25,901      178  207,365  258,610  235,821  284,689   89,624   40,756

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      1,288)
  -3,314    2,173       55    2,828   -5,179     -431   -2,951    1,719    4,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      8.0      0.1     63.7     79.5     72.5     87.5     27.5     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      17       14        2       67       55       85       70
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,406,829
COMMITMENTS
 379,409  286,336   22,713  1812522  1859405  2214644  2168454  192,185  238,375

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      6,202)
   3,080  -29,482   13,773  -19,021   20,175   -2,168    4,466    8,370    1,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     11.9      0.9     75.3     77.3     92.0     90.1      8.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
      92       79       29      144      160      249      255
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      103,017
COMMITMENTS
  10,730    9,916        0   78,638   87,003   89,368   96,919   13,649    6,098

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:        436)
     -65     -509        0     -829      716     -894      207    1,330      229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      9.6      0.0     76.3     84.5     86.8     94.1     13.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      12        4        0       42       32       54       36
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       12,646
COMMITMENTS
   5,171        0        0    3,852    9,834    9,023    9,834    3,623    2,812

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      2,256)
   2,012     -218        0       -2    1,784    2,010    1,566      246      690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9      0.0      0.0     30.5     77.8     71.4     77.8     28.6     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        0        0        9       12       14       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      309,733
COMMITMENTS
 127,705   73,863    3,520  150,145  218,219  281,370  295,602   28,363   14,131

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     14,996)
   4,143      -23     -130    8,909   16,051   12,922   15,898    2,074     -902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2     23.8      1.1     48.5     70.5     90.8     95.4      9.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      71       40       11       56       75      132      121
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      108,728
COMMITMENTS
  62,114   15,006       41   20,892   83,608   83,047   98,655   25,681   10,073

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     10,263)
   8,511   -2,066     -146      431   12,314    8,796   10,102    1,467      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.1     13.8      0.0     19.2     76.9     76.4     90.7     23.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      28       12        4       10       17       40       31
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       36,093
COMMITMENTS
  12,211   10,267        0   17,351   11,259   29,562   21,526    6,531   14,567

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     11,293)
   4,537    4,765        0    5,771    2,688   10,308    7,453      985    3,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     28.4      0.0     48.1     31.2     81.9     59.6     18.1     40.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      13       12        0       13       16       26       28
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       29,857
COMMITMENTS
  10,161    5,651      711   12,396   17,873   23,268   24,235    6,589    5,622

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      2,825)
   6,485     -144      -96      708    2,836    7,097    2,596   -4,272      229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     18.9      2.4     41.5     59.9     77.9     81.2     22.1     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      14        9        2       17       24       32       34
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       26,327
COMMITMENTS
   4,246        0       40   19,392   24,787   23,678   24,827    2,649    1,500

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:       -696)
     259     -278        0   -1,221     -675     -962     -953      266      257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      0.0      0.2     73.7     94.2     89.9     94.3     10.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9        0        1       15       18       24       19
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       19,751
COMMITMENTS
   3,790      920        0    9,580   17,712   13,370   18,632    6,381    1,119

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      1,519)
   1,646     -239        0      263    2,224    1,909    1,985     -390     -466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2      4.7      0.0     48.5     89.7     67.7     94.3     32.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        2        0        9        8       16       10
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 01/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,102
COMMITMENTS
   5,382      526       53   11,522   18,079   16,957   18,658    2,145      444

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:        772)
     849      186       53     -286      554      616      793      156      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2      2.8      0.3     60.3     94.6     88.8     97.7     11.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      11        4        2        8        2       20        7
```

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Updated January 8, 2010