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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       38,499
COMMITMENTS
   2,926    5,945    6,622   23,147   17,748   32,695   30,315    5,803    8,184

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      2,315)
      50    1,148      246    2,014      616    2,309    2,010        6      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     15.4     17.2     60.1     46.1     84.9     78.7     15.1     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      16       16       22       31       25       56       54
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      216,169
COMMITMENTS
  53,420   13,619   50,003   86,839  119,016  190,262  182,638   25,907   33,532

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      6,906)
      81     -429      702    5,459    6,157    6,242    6,430      663      476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      6.3     23.1     40.2     55.1     88.0     84.5     12.0     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      84       50       87       51       59      190      165
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      337,335
COMMITMENTS
 111,380   42,255   66,033  133,499  166,214  310,912  274,501   26,423   62,834

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     16,388)
   3,300     -206    2,360    3,876    2,951    9,535    5,105    6,853   11,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0     12.5     19.6     39.6     49.3     92.2     81.4      7.8     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
     115       93      104      103      165      276      314
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,686
COMMITMENTS
   4,223    1,750      894    2,838    5,310    7,956    7,955    1,730    1,731

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:        857)
     -80       -3      386      184      549      490      931      366      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.6     18.1      9.2     29.3     54.8     82.1     82.1     17.9     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      31       14        8       20       29       55       48
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       33,034
COMMITMENTS
  11,161    6,394    4,949   10,968    8,186   27,078   19,528    5,957   13,506

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      1,067)
     591   -1,986     -241     -216    1,051      134   -1,175      932    2,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.8     19.4     15.0     33.2     24.8     82.0     59.1     18.0     40.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      32       30       31       40       43       90       91
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      128,029
COMMITMENTS
  60,689   11,598    3,462   18,003   93,318   82,154  108,379   45,875   19,650

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      8,645)
   8,721      448     -879      791    8,280    8,634    7,849       11      795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.4      9.1      2.7     14.1     72.9     64.2     84.7     35.8     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      35       10       12       22       27       62       44
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       40,405
COMMITMENTS
  17,059    3,261    1,314    6,874   24,994   25,248   29,570   15,157   10,835

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      2,411)
   4,534  -11,829     -503   -4,945   14,770     -913    2,438    3,324      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.2      8.1      3.3     17.0     61.9     62.5     73.2     37.5     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      14        5        4        7       12       22       20
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      104,668
COMMITMENTS
  81,605    5,702      249   16,012   97,131   97,866  103,082    6,802    1,586

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      7,897)
  12,264   -1,642       -6   -5,302   10,028    6,956    8,380      942     -483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.0      5.4      0.2     15.3     92.8     93.5     98.5      6.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      47       13        2       13       20       61       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       94,471
COMMITMENTS
  15,290   50,666    2,685   57,106   12,322   75,080   65,673   19,391   28,798

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     -7,052)
  -1,778     -903   -2,214   -4,425   -3,987   -8,417   -7,104    1,365       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     53.6      2.8     60.4     13.0     79.5     69.5     20.5     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      14       28        9       16       15       34       48
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      132,222
COMMITMENTS
  21,713   37,301    8,457   83,904   51,833  114,074   97,591   18,148   34,631

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     11,890)
   1,506    1,969   -3,463   12,911    6,972   10,954    5,478      936    6,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     28.2      6.4     63.5     39.2     86.3     73.8     13.7     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      23       33       19       16       24       51       64
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      187,577
COMMITMENTS
  36,437   52,362   20,628   80,743   69,656  137,808  142,645   49,769   44,932

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     -8,695)
    -903  -17,503   -9,705      258   14,140  -10,350  -13,068    1,655    4,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     27.9     11.0     43.0     37.1     73.5     76.0     26.5     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      45       46       43       31       32       97      100
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       25,732
COMMITMENTS
  21,417    5,734        0    1,196   18,810   22,613   24,544    3,119    1,188

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      2,679)
   3,311      601        0     -261    2,320    3,050    2,921     -371     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    83.2     22.3      0.0      4.6     73.1     87.9     95.4     12.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      17        7        0        4       11       21       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,917,555
COMMITMENTS
 1258210  296,127  4053006  5752934  6606636 11064149 10955769  853,406  961,787

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:    576,052)
 292,869  -59,690  236,609   43,607  356,532  573,085  533,451    2,967   42,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      2.5     34.0     48.3     55.4     92.8     91.9      7.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      71       62      113      136      137      266      260
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      402,209
COMMITMENTS
  26,312   27,742   27,646  252,910  301,134  306,868  356,522   95,341   45,687

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      5,175)
  -2,573    3,778    2,822    6,053    1,553    6,302    8,153   -1,127   -2,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      6.9      6.9     62.9     74.9     76.3     88.6     23.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      26       26       33       85       69      130      109
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,591,973
COMMITMENTS
 375,240  332,857   74,642  1932175  1902375  2382056  2309874  209,916  282,099

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     54,477)
    -406   48,931    3,369   44,338  -28,339   47,301   23,961    7,176   30,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     12.8      2.9     74.5     73.4     91.9     89.1      8.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      436)
      97       95       65      169      167      299      294
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       98,268
COMMITMENTS
   8,457    9,701      299   80,665   85,028   89,421   95,028    8,847    3,240

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     -4,788)
  -2,273     -215      299    2,027   -1,975       53   -1,891   -4,841   -2,897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      9.9      0.3     82.1     86.5     91.0     96.7      9.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      10        4        1       47       32       57       37
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       14,564
COMMITMENTS
   4,083        0      627    5,650   11,225   10,360   11,852    4,204    2,713

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      1,904)
  -1,088        0      627    1,798    1,391    1,337    2,018      567     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0      0.0      4.3     38.8     77.1     71.1     81.4     28.9     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        1       12       11       16       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      317,283
COMMITMENTS
 109,615   89,761    8,202  171,121  203,682  288,938  301,645   28,345   15,638

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     -3,592)
 -18,822   15,296    2,686   13,105  -22,506   -3,030   -4,523     -562      930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.5     28.3      2.6     53.9     64.2     91.1     95.1      8.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      74       52       22       55       71      142      132
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      131,877
COMMITMENTS
  73,210   13,771    2,277   24,665  101,858  100,152  117,906   31,725   13,971

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     16,924)
  10,528   -1,046     -712    2,651   16,583   12,468   14,825    4,456    2,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.5     10.4      1.7     18.7     77.2     75.9     89.4     24.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      36       11        9       11       17       51       33
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       38,254
COMMITMENTS
  13,766   14,609        0   18,545   10,762   32,311   25,371    5,943   12,883

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      2,160)
   1,555    4,341        0    1,193     -497    2,748    3,844     -588   -1,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0     38.2      0.0     48.5     28.1     84.5     66.3     15.5     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      17       12        0       16       17       33       29
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       37,065
COMMITMENTS
  15,799    7,848      388   14,772   20,922   30,959   29,158    6,106    7,907

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      7,208)
   5,638    2,197     -323    2,376    3,049    7,691    4,923     -483    2,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.6     21.2      1.0     39.9     56.4     83.5     78.7     16.5     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      14       12        1       16       29       31       41
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       27,717
COMMITMENTS
   5,602      314       40   19,486   26,102   25,128   26,456    2,589    1,261

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      1,390)
   1,356      314        0       94    1,315    1,450    1,629      -60     -239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      1.1      0.1     70.3     94.2     90.7     95.5      9.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11        1        1       16       18       27       20
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       20,575
COMMITMENTS
   4,135    1,246        0   10,242   17,817   14,377   19,063    6,198    1,512

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:        824)
     345      326        0      662      105    1,007      431     -183      393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1      6.1      0.0     49.8     86.6     69.9     92.7     30.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        3        0       10        8       18       11
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,944
COMMITMENTS
   5,894      931       93   11,134   18,622   17,121   19,646    2,823      298

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:        842)
     512      405       40     -388      543      164      988      678     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6      4.7      0.5     55.8     93.4     85.8     98.5     14.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      13        5        2        7        3       22        8
```

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Updated January 15, 2010