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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       36,184
COMMITMENTS
   2,876    4,797    6,377   21,134   17,132   30,387   28,305    5,798    7,879

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -4,144)
    -200      141   -1,027   -2,668   -2,734   -3,895   -3,619     -249     -525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     13.3     17.6     58.4     47.3     84.0     78.2     16.0     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      13       18       23       31       26       56       56
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      209,264
COMMITMENTS
  53,339   14,048   49,301   81,380  112,859  184,020  176,208   25,244   33,056

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     10,211)
   3,109      419    2,640    2,580    7,585    8,328   10,643    1,883     -432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5      6.7     23.6     38.9     53.9     87.9     84.2     12.1     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      88       52       82       53       58      194      159
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      320,947
COMMITMENTS
 108,080   42,461   63,673  129,623  163,262  301,376  269,396   19,571   51,551

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,401)
   2,619   -7,137    3,469   -1,967    7,982    4,121    4,314   -6,521   -6,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7     13.2     19.8     40.4     50.9     93.9     83.9      6.1     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     123       83       95       98      162      269      301
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        8,830
COMMITMENTS
   4,303    1,754      509    2,654    4,761    7,466    7,024    1,364    1,806

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:       -408)
      11      167     -167      129     -432      -27     -432     -382       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.7     19.9      5.8     30.1     53.9     84.6     79.5     15.4     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      24       18        8       19       27       51       46
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       31,968
COMMITMENTS
  10,570    8,379    5,190   11,183    7,135   26,943   20,704    5,024   11,264

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:       -278)
     792   -1,685      531     -334      868      989     -286   -1,267        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1     26.2     16.2     35.0     22.3     84.3     64.8     15.7     35.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      39       29       32       41       40       97       92
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      119,384
COMMITMENTS
  51,968   11,150    4,341   17,211   85,038   73,520  100,529   45,864   18,855

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      7,630)
   1,312    1,152      374    1,337    4,800    3,022    6,326    4,607    1,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.5      9.3      3.6     14.4     71.2     61.6     84.2     38.4     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      28       11       14       20       26       54       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       37,994
COMMITMENTS
  12,525   15,090    1,817   11,819   10,224   26,161   27,131   11,833   10,862

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,743)
   2,143   -2,116      115   -6,423    1,219   -4,165     -782    1,422   -1,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0     39.7      4.8     31.1     26.9     68.9     71.4     31.1     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      15        9        6        9       10       24       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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:       96,770
COMMITMENTS
  69,341    7,344      255   21,314   87,103   90,910   94,702    5,860    2,068

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:         41)
  -1,051    1,593      -10    1,182     -778      121      805      -80     -764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    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
OPTION AND FUTURES COMBINED 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:      101,524
COMMITMENTS
  17,068   51,570    4,899   61,531   16,309   83,497   72,778   18,026   28,746

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      8,419)
    -706    3,730      129   11,529      514   10,952    4,373   -2,533    4,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     50.8      4.8     60.6     16.1     82.2     71.7     17.8     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      15       33       11       18       15       39       53
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      120,331
COMMITMENTS
  20,207   35,332   11,920   70,993   44,861  103,120   92,113   17,211   28,218

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      9,921)
     668    2,862    1,082    9,725    3,851   11,475    7,796   -1,554    2,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     29.4      9.9     59.0     37.3     85.7     76.5     14.3     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      27       35       25       17       19       60       63
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      196,272
COMMITMENTS
  37,341   69,865   30,332   80,486   55,516  148,158  155,713   48,114   40,559

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     12,510)
   2,962    4,931    1,040    9,009    4,553   13,011   10,523     -501    1,987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     35.6     15.5     41.0     28.3     75.5     79.3     24.5     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      47       57       49       33       30      107      109
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   11,341,503
COMMITMENTS
 965,341  355,818  3816396  5709327  6250103 10491065 10422317  850,438  919,186

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:    241,152)
  59,184   15,401   71,893   93,380  156,291  224,457  243,585   16,695   -2,434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      3.1     33.6     50.3     55.1     92.5     91.9      7.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      65       57      107      137      135      256      252
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      397,034
COMMITMENTS
  28,885   23,963   24,824  246,857  299,581  300,566  348,368   96,468   48,666

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      7,104)
  -3,439    1,263    2,129    6,477   -1,249    5,168    2,143    1,936    4,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      6.0      6.3     62.2     75.5     75.7     87.7     24.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      21       27       29       84       67      126      102
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    2,537,496
COMMITMENTS
 375,645  283,926   71,273  1887837  1930714  2334755  2285913  202,740  251,583

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     20,731)
  -1,080  -24,820   14,082   -2,770   27,472   10,231   16,733   10,499    3,997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     11.2      2.8     74.4     76.1     92.0     90.1      8.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      422)
      94       85       56      162      167      286      278
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED 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:      103,056
COMMITMENTS
  10,730    9,916        0   78,638   87,003   89,368   96,919   13,688    6,137

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:        456)
     -65     -509        0     -843      716     -908      207    1,364      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      9.6      0.0     76.3     84.4     86.7     94.0     13.3      6.0

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
OPTION AND FUTURES COMBINED 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:       12,661
COMMITMENTS
   5,171        0        0    3,852    9,834    9,023    9,834    3,638    2,827

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      2,258)
   2,012     -218        0       -2    1,784    2,010    1,566      248      692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.8      0.0      0.0     30.4     77.7     71.3     77.7     28.7     22.3

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
OPTION AND FUTURES COMBINED 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:      320,875
COMMITMENTS
 128,436   74,465    5,515  158,016  226,188  291,968  306,168   28,907   14,707

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     17,012)
   4,805      761     -442   10,497   17,595   14,860   17,914    2,152     -902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.0     23.2      1.7     49.2     70.5     91.0     95.4      9.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      73       40       19       58       76      139      127
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      114,953
COMMITMENTS
  62,682   14,817    2,989   22,014   85,275   87,685  103,080   27,269   11,873

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     10,936)
   9,269   -1,692     -377      568   12,731    9,460   10,663    1,476      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.5     12.9      2.6     19.2     74.2     76.3     89.7     23.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      28       14       13       12       19       47       39
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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:       36,094
COMMITMENTS
  12,211   10,268        0   17,352   11,259   29,563   21,527    6,531   14,567

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     11,292)
   4,537    4,764        0    5,770    2,688   10,307    7,452      985    3,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    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:       49)
      13       13        0       13       16       26       29
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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