MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       37,456
COMMITMENTS
   3,437    5,911    2,057   29,268   18,538   34,762   26,506    2,694   10,950

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      2,288)
     204      664      524    1,314    1,641    2,042    2,829      246     -541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     15.8      5.5     78.1     49.5     92.8     70.8      7.2     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       9       19       11       25       21       39       47
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      134,093
COMMITMENTS
  39,453   27,537   20,125   55,645   63,044  115,223  110,706   18,870   23,387

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:    -23,506)
   1,871   -7,009   -7,342  -17,264   -8,289  -22,735  -22,640     -771     -866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     20.5     15.0     41.5     47.0     85.9     82.6     14.1     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      48       62       63       45       50      132      149
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      201,142
COMMITMENTS
  48,645   50,026   31,374   99,865   82,632  179,884  164,032   21,258   37,110

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:    -15,842)
   1,127   -3,204   -8,116  -11,430   -5,110  -18,419  -16,430    2,577      588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     24.9     15.6     49.6     41.1     89.4     81.6     10.6     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      58       63       80       69      122      177      235
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,901
COMMITMENTS
   2,749    3,767      707    3,212    1,532    6,668    6,006    1,233    1,895

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:         66)
     182     -128      116      -90     -206      208     -218     -142      284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     47.7      8.9     40.7     19.4     84.4     76.0     15.6     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      22       20        9       16       18       42       44
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       20,710
COMMITMENTS
   5,914    7,101    2,694    7,957    3,436   16,565   13,231    4,145    7,479

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:        382)
    -807      463      730      279     -809      202      384      180       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     34.3     13.0     38.4     16.6     80.0     63.9     20.0     36.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      20       24       19       29       28       63       61
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       55,217
COMMITMENTS
   9,277   21,481    1,014   23,378   15,457   33,669   37,952   21,548   17,265

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      1,920)
     347   -1,321      331    3,373     -287    4,051   -1,277   -2,131    3,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     38.9      1.8     42.3     28.0     61.0     68.7     39.0     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11       18        3        9       14       21       35
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       24,703
COMMITMENTS
   4,826   11,060      305    5,784    6,028   10,915   17,393   13,788    7,310

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:       -732)
  -1,152     -785       -5    1,887     -412      730   -1,202   -1,462      470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     44.8      1.2     23.4     24.4     44.2     70.4     55.8     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      10       11        2        7        6       18       18
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       18,232
COMMITMENTS
   5,943   10,201        4   10,141    4,259   16,088   14,464    2,144    3,768

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      2,021)
    -846    2,998       -8    2,431     -879    1,577    2,111      444      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     56.0      0.0     55.6     23.4     88.2     79.3     11.8     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11       16        1        9        9       21       25
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       75,438
COMMITMENTS
  10,415   44,467      213   38,642   13,254   49,270   57,934   26,168   17,504

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:     -2,819)
    -950   -1,582      119   -1,930     -572   -2,761   -2,035      -58     -784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     58.9      0.3     51.2     17.6     65.3     76.8     34.7     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      10       30        5       13       10       25       43
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      107,714
COMMITMENTS
  60,480   15,585       73   27,263   72,250   87,816   87,908   19,898   19,806

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:     -2,446)
  -2,135     -636       -2      582   -1,916   -1,555   -2,554     -891      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.1     14.5      0.1     25.3     67.1     81.5     81.6     18.5     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      25       16        2       18       15       44       32
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      117,502
COMMITMENTS
  26,970   36,318    1,349   51,117   51,090   79,436   88,757   38,066   28,745

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:     -6,376)
  -6,763      210      242    3,818   -7,703   -2,703   -7,251   -3,673      875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     30.9      1.1     43.5     43.5     67.6     75.5     32.4     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      28       29       10       24       29       56       64
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:        9,998
COMMITMENTS
   3,416    3,609        0    3,936    4,802    7,352    8,411    2,646    1,587

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:         28)
     130      571        0     -144     -615      -14      -44       42       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     36.1      0.0     39.4     48.0     73.5     84.1     26.5     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        8        0        8        5       12       13
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    6,825,161
COMMITMENTS
 1060523  476,537  455,125  4422240  5202239  5937888  6133901  887,273  691,260

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:    170,338)
 115,514    4,196     -249    4,912  112,894  120,177  116,841   50,161   53,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      7.0      6.7     64.8     76.2     87.0     89.9     13.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      53       35       64       96       93      184      166
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      506,030
COMMITMENTS
  41,905   33,512    5,401  353,586  416,581  400,892  455,494  105,138   50,536

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:     16,677)
  -4,138   13,074    1,018   20,827   14,942   17,707   29,034   -1,030  -12,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      6.6      1.1     69.9     82.3     79.2     90.0     20.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      25       22       15       77       65      111       93
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,438,899
COMMITMENTS
 513,272  242,676   30,002  1712586  1997467  2255860  2270145  183,039  168,754

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:     27,578)
  56,878   -8,951    9,332   19,538    5,934   85,748    6,315  -58,170   21,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     10.0      1.2     70.2     81.9     92.5     93.1      7.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
      93       76       33      140      130      247      226
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      113,082
COMMITMENTS
  18,814   14,704        0   87,119   95,151  105,933  109,855    7,149    3,227

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:       -402)
   1,779   -1,606        0   -2,111    1,068     -332     -538      -70      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     13.0      0.0     77.0     84.1     93.7     97.1      6.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
       7        5        0       43       34       50       39
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       23,318
COMMITMENTS
   2,467    4,086        0   12,245   17,043   14,712   21,129    8,606    2,189

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      2,750)
    -556    1,122        0      206    1,509     -350    2,631    3,100      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     17.5      0.0     52.5     73.1     63.1     90.6     36.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        5        0       13       21       20       26
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      246,708
COMMITMENTS
  37,891   48,235    1,680  190,277  154,362  229,848  204,277   16,860   42,431

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:     25,286)
  -4,563   12,468      121   30,680   -3,029   26,238    9,560     -952   15,726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     19.6      0.7     77.1     62.6     93.2     82.8      6.8     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      30       35        5       54       60       86       98
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       39,676
COMMITMENTS
  10,310   14,786       50   16,073   14,625   26,433   29,461   13,243   10,215

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      1,468)
  -2,346    2,725       50    5,979   -2,198    3,683      577   -2,215      891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     37.3      0.1     40.5     36.9     66.6     74.3     33.4     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13       12        1        9       13       23       25
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,441
COMMITMENTS
   6,075    8,911       15   23,374   21,396   29,464   30,322    5,977    5,119

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      2,465)
     896    1,648        5    1,533      228    2,434    1,881       31      584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     25.1      0.0     66.0     60.4     83.1     85.6     16.9     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       8       15        2       17       20       27       35
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       43,304
COMMITMENTS
  11,163   17,413      282   24,885   13,534   36,330   31,229    6,974   12,075

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      3,132)
   2,333    2,226      282      415     -383    3,030    2,125      102    1,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     40.2      0.7     57.5     31.3     83.9     72.1     16.1     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      15       13        2       24       16       39       31
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 01/13/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       28,897
COMMITMENTS
   4,961    6,114       26   21,938   20,508   26,925   26,648    1,972    2,249

CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST:      1,004)
     -21     -441     -236      938    1,620      681      943      323       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     21.2      0.1     75.9     71.0     93.2     92.2      6.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        7        2       12       13       18       21
 

Updated January 16, 2009