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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY 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:       31,130
COMMITMENTS
   1,587    8,487    1,459   24,330   15,745   27,376   25,691    3,754    5,439

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:      2,163)
    -227    1,242      232    2,719      266    2,724    1,740     -561      423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     27.3      4.7     78.2     50.6     87.9     82.5     12.1     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      10       22       16       29       25       49       53
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY 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:      184,769
COMMITMENTS
  48,371   25,232   25,734   87,847  103,668  161,952  154,634   22,817   30,135

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:    -12,627)
  -8,388     -350   -3,230     -102   -8,505  -11,720  -12,085     -907     -542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     13.7     13.9     47.5     56.1     87.7     83.7     12.3     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      69       53       71       47       56      158      154
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY 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:      282,894
COMMITMENTS
 105,612   37,914   38,992  115,382  147,899  259,986  224,805   22,908   58,089

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -1,244)
  -1,485    2,624      331     -352   -3,810   -1,506     -855      262     -389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     13.4     13.8     40.8     52.3     91.9     79.5      8.1     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     118       81       99       71      172      237      320
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY 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:       10,392
COMMITMENTS
   3,946    1,226    1,331    2,789    5,874    8,066    8,431    2,326    1,961

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:       -105)
    -115     -182     -244     -154     -130     -513     -556      408      451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     11.8     12.8     26.8     56.5     77.6     81.1     22.4     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      30       17       14       16       31       56       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY 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:       32,378
COMMITMENTS
  12,616    5,278    4,324   10,115    9,142   27,055   18,744    5,323   13,634

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -2,252)
    -590   -1,351     -856     -848     -643   -2,294   -2,850       42      598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     16.3     13.4     31.2     28.2     83.6     57.9     16.4     42.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      36       29       30       27       45       83       92
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:       82,692
COMMITMENTS
  25,639   10,284       10   20,658   53,799   46,307   64,093   36,385   18,599

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -8,683)
 -10,020      434        0    3,343  -11,670   -6,677  -11,236   -2,006    2,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     12.4      0.0     25.0     65.1     56.0     77.5     44.0     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      26       19        1       19       24       46       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY 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:       36,263
COMMITMENTS
  10,344   12,119        5   15,425   10,390   25,774   22,514   10,489   13,749

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:      2,188)
  -2,077    5,403        0    5,018   -4,329    2,941    1,074     -753    1,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     33.4      0.0     42.5     28.7     71.1     62.1     28.9     37.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13       11        1        9        7       22       19
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY 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:       93,172
COMMITMENTS
  52,997   10,344      234   33,377   80,211   86,608   90,789    6,564    2,383

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -4,226)
 -14,136    1,350       16    9,592   -5,945   -4,528   -4,579      302      353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.9     11.1      0.3     35.8     86.1     93.0     97.4      7.0      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
FUTURES ONLY 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:       95,712
COMMITMENTS
  14,611   48,579      108   63,527   19,993   78,246   68,680   17,466   27,032

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:      9,237)
    -464    6,351      -91    8,602   -1,897    8,047    4,363    1,190    4,874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     50.8      0.1     66.4     20.9     81.8     71.8     18.2     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      15       32        4       16       17       33       51
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY 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:      116,129
COMMITMENTS
  30,177   23,042      473   63,746   65,814   94,396   89,329   21,733   26,800

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     -3,690)
   1,356  -10,126       94   -3,898    6,409   -2,448   -3,623   -1,242      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     19.8      0.4     54.9     56.7     81.3     76.9     18.7     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      23       30        5       14       22       40       54
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY 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:      186,878
COMMITMENTS
  31,207   74,948      680  110,320   63,773  142,207  139,401   44,671   47,477

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:      1,900)
  -1,899    2,303       28    2,748   -2,451      877     -120    1,023    2,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     40.1      0.4     59.0     34.1     76.1     74.6     23.9     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      32       58       10       27       32       66       93
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:    7,542,362
COMMITMENTS
 1371551  476,932  926,021  4413556  5245059  6711128  6648012  831,234  894,350

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:    198,375)
  10,213   73,231   66,919  121,674   64,744  198,806  204,894     -431   -6,519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2      6.3     12.3     58.5     69.5     89.0     88.1     11.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      60       60       89      124      120      238      225
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY 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:      355,994
COMMITMENTS
  29,808   66,848      799  240,350  246,267  270,957  313,914   85,037   42,080

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     12,896)
   4,071   17,844      -78   10,789   -8,206   14,782    9,560   -1,886    3,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     18.8      0.2     67.5     69.2     76.1     88.2     23.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      22       18        8       70       58       96       81
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY 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:    2,710,912
COMMITMENTS
 554,666  455,450   22,897  1867372  1923817  2444935  2402164  265,977  308,748

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     77,888)
  53,314   46,444   -5,989  -22,433   -2,457   24,892   37,998   52,996   39,890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     16.8      0.8     68.9     71.0     90.2     88.6      9.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      444)
      96       97       39      154      164      267      284
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY 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:      101,791
COMMITMENTS
  10,532    8,690        0   82,895   89,665   93,427   98,355    8,364    3,436

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:        254)
    -819     -162        0    2,620     -269    1,801     -431   -1,547      685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    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       30       59       33
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY 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:       22,820
COMMITMENTS
   1,126    7,668      625   17,251   12,596   19,002   20,889    3,818    1,931

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:      7,334)
    -134    7,007        0    7,657      971    7,523    7,978     -189     -644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     33.6      2.7     75.6     55.2     83.3     91.5     16.7      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
FUTURES ONLY 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:      410,873
COMMITMENTS
 119,493   98,673    6,390  254,370  282,126  380,253  387,189   30,620   23,684

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:     49,612)
   4,715   14,741   -1,546   40,277   28,758   43,446   41,953    6,166    7,659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     24.0      1.6     61.9     68.7     92.5     94.2      7.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      67       38       13       72       63      146      108
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY 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:       98,426
COMMITMENTS
  46,531   13,260      775   24,041   69,877   71,347   83,912   27,079   14,514

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:    -14,441)
 -14,566   -2,519     -721       94  -14,133  -15,193  -17,373      752    2,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3     13.5      0.8     24.4     71.0     72.5     85.3     27.5     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      24       13        2        9       15       34       29
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY 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:       42,095
COMMITMENTS
  15,159   12,154        0   17,534   14,055   32,693   26,209    9,402   15,886

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:        341)
    -217   -1,069        0   -3,238   -1,240   -3,455   -2,309    3,796    2,650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    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:       59)
      19       12        0       18       16       37       28
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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