MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       27,412
COMMITMENTS
   2,153    6,476      825   19,746   15,017   22,724   22,318    4,688    5,094

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,269)
     -10     -467      147    1,084    1,487    1,221    1,167       48      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     23.6      3.0     72.0     54.8     82.9     81.4     17.1     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      14       18       15       26       22       46       49
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      199,667
COMMITMENTS
  58,546   26,733   27,963   88,087  114,448  174,596  169,144   25,071   30,523

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      8,088)
   4,994    1,674   -1,145    3,711    6,784    7,560    7,313      528      775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     13.4     14.0     44.1     57.3     87.4     84.7     12.6     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      90       52       75       44       55      182      152
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      278,567
COMMITMENTS
 106,621   38,966   34,119  114,926  147,391  255,666  220,476   22,901   58,091

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        106)
   7,161   -9,002   -3,147   -3,361    9,106      653   -3,043     -547    3,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     14.0     12.2     41.3     52.9     91.8     79.1      8.2     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
     122       67       83       67      162      231      280
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,060
COMMITMENTS
   4,086    1,647    1,252    2,839    5,814    8,177    8,713    1,883    1,347

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        670)
    -137     -313      593        4      679      460      959      210     -289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     16.4     12.4     28.2     57.8     81.3     86.6     18.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      28       18        8       13       30       46       52
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,648
COMMITMENTS
  11,857    7,561    3,554   11,110    8,775   26,521   19,890    5,127   11,758

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,183)
     855     -145      416      348    1,413    1,619    1,684     -436     -501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5     23.9     11.2     35.1     27.7     83.8     62.8     16.2     37.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      30       41       26       34       44       83       95
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       17,177
COMMITMENTS
   3,057        0       60    9,725   16,914   12,842   16,974    4,335      203

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:     -1,169)
     511     -383      -60   -1,564     -559   -1,113   -1,002      -56     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      0.0      0.3     56.6     98.5     74.8     98.8     25.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        0        1        8       11       15       12
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      120,271
COMMITMENTS
  58,048   11,245       41   17,807   91,505   75,896  102,791   44,375   17,480

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      2,961)
  -2,171     -279      -29    2,668    2,352      468    2,044    2,493      917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.3      9.3      0.0     14.8     76.1     63.1     85.5     36.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      31       10        5       19       26       54       37
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       37,744
COMMITMENTS
  17,281    3,310      176    5,700   25,353   23,157   28,839   14,587    8,905

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:       -460)
      68       23      128     -678      895     -482    1,046       22   -1,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.8      8.8      0.5     15.1     67.2     61.4     76.4     38.6     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      19        4        2        6       10       25       16
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      112,382
COMMITMENTS
  87,090    7,843      228   17,005  102,528  104,323  110,599    8,059    1,783

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      7,720)
   5,485    2,135      -15      993    5,397    6,463    7,517    1,257      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.5      7.0      0.2     15.1     91.2     92.8     98.4      7.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      52       15        2       15       21       68       37
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       83,337
COMMITMENTS
  21,199   41,370      419   41,982   17,464   63,600   59,253   19,737   24,084

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:     -5,810)
   6,017   -9,279      309  -14,358    5,881   -8,032   -3,089    2,222   -2,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     49.6      0.5     50.4     21.0     76.3     71.1     23.7     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      15       27        6       14       18       34       46
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      122,367
COMMITMENTS
  23,718   40,814      407   80,293   51,178  104,418   92,399   17,949   29,968

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,799)
   1,767    2,119       88   -1,867    1,276      -12    3,483    1,811   -1,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     33.4      0.3     65.6     41.8     85.3     75.5     14.7     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      21       32        5       16       20       40       54
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      164,501
COMMITMENTS
  34,186   59,468    1,772   80,493   59,772  116,451  121,012   48,050   43,489

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      3,214)
  -2,000    5,365      -61    3,452   -5,534    1,391     -230    1,823    3,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     36.2      1.1     48.9     36.3     70.8     73.6     29.2     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      41       42       14       32       29       80       78
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,917
COMMITMENTS
  22,397    6,041        0    1,218   19,664   23,615   25,705    3,302    1,212

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,185)
     980      307        0       22      854    1,002    1,161      183       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.2     22.4      0.0      4.5     73.1     87.7     95.5     12.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      17        8        0        4       11       21       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    6,974,400
COMMITMENTS
 1229283  365,923  839,685  4093156  4860558  6162124  6066166  812,276  908,234

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:    188,050)
 197,433   -8,287   19,665  -60,632  149,485  156,466  160,863   31,584   27,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      5.2     12.0     58.7     69.7     88.4     87.0     11.6     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      66       49       86      116      118      229      216
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      332,847
COMMITMENTS
  25,251   33,463      120  216,021  261,682  241,392  295,265   91,455   37,582

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      6,701)
     102    3,698     -145    3,623    2,934    3,580    6,487    3,121      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     10.1      0.0     64.9     78.6     72.5     88.7     27.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      17       15        4       71       56       89       74
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,479,545
COMMITMENTS
 396,022  346,720   14,740  1878802  1846906  2289564  2208366  189,981  271,179

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:     34,344)
  12,719   12,262   -1,114   32,270   20,866   43,875   32,014   -9,531    2,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     14.0      0.6     75.8     74.5     92.3     89.1      7.7     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      427)
      93       89       32      150      163      260      267
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       98,206
COMMITMENTS
   9,171    9,699        0   78,838   85,793   88,009   95,492   10,197    2,714

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        -20)
     714       -2     -299   -1,802      765   -1,387      464    1,367     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      9.9      0.0     80.3     87.4     89.6     97.2     10.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      12        4        0       45       31       57       35
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       15,669
COMMITMENTS
   5,660      205      625    5,192   12,065   11,477   12,895    4,192    2,774

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,120)
   1,575      205        0     -458      840    1,117    1,045        3       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1      1.3      4.0     33.1     77.0     73.2     82.3     26.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        1       11       12       15       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      340,412
COMMITMENTS
 139,046   90,375    5,308  167,268  229,620  311,622  325,303   28,790   15,109

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:     33,219)
  30,078    1,081     -826    2,913   32,899   32,165   33,154    1,054       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8     26.5      1.6     49.1     67.5     91.5     95.6      8.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      74       43       10       54       75      131      125
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      133,086
COMMITMENTS
  77,331   14,480      749   24,229  107,538  102,309  122,767   30,777   10,319

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      6,116)
   4,091      592      613      431    6,678    5,135    7,883      981   -1,767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.1     10.9      0.6     18.2     80.8     76.9     92.2     23.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      35       12        3       11       17       46       32
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,127
COMMITMENTS
  14,685   15,144        0   19,013   11,767   33,698   26,911    6,429   13,216

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      1,873)
     919      535        0      468    1,005    1,387    1,540      486      333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     37.7      0.0     47.4     29.3     84.0     67.1     16.0     32.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      19       10        0       16       18       35       28
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       36,241
COMMITMENTS
  13,234    8,032      488   17,002   21,647   30,724   30,167    5,517    6,074

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:       -824)
  -2,565      184      100    2,230      725     -235    1,009     -589   -1,833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     22.2      1.3     46.9     59.7     84.8     83.2     15.2     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      12       13        2       18       26       31       40
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       27,668
COMMITMENTS
   5,926      347       40   19,595   25,819   25,561   26,206    2,107    1,462

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        -49)
     324       33        0      109     -283      433     -250     -482      201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      1.3      0.1     70.8     93.3     92.4     94.7      7.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10        1        1       15       18       25       20
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       20,089
COMMITMENTS
   4,050    1,157       40    9,592   17,674   13,682   18,871    6,407    1,218

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:       -486)
     -85      -89       40     -650     -143     -695     -192      209     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      5.8      0.2     47.7     88.0     68.1     93.9     31.9      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        3        1       10        7       18       11
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 01/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,150
COMMITMENTS
   4,962      315       15   11,430   18,383   16,407   18,713    2,743      437

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:       -794)
    -932     -616      -78      296     -239     -714     -933      -80      139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9      1.6      0.1     59.7     96.0     85.7     97.7     14.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      12        3        1        9        2       22        5
 

Updated January 22, 2010