MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY 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:       26,143
COMMITMENTS
   2,163    6,943      678   18,662   13,530   21,503   21,151    4,640    4,992

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      2,001)
      40    1,138       96    1,865      586    2,001    1,820        0      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     26.6      2.6     71.4     51.8     82.3     80.9     17.7     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      13       18       14       25       21       45       46
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY 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:      191,579
COMMITMENTS
  53,552   25,059   29,108   84,376  107,664  167,036  161,831   24,543   29,748

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      6,471)
      68     -316      449    5,264    5,777    5,781    5,910      690      561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     13.1     15.2     44.0     56.2     87.2     84.5     12.8     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      75       56       81       42       56      175      160
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY 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:      278,461
COMMITMENTS
  99,460   47,968   37,266  118,287  138,285  255,013  223,519   23,448   54,942

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     19,486)
   3,542     -463    4,026    4,896    4,362   12,464    7,925    7,022   11,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     17.2     13.4     42.5     49.7     91.6     80.3      8.4     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     110       86       90       74      152      232      293
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY 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:        9,390
COMMITMENTS
   4,223    1,960      659    2,835    5,135    7,717    7,754    1,673    1,636

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:        801)
     -79       42      333      184      507      438      882      363      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0     20.9      7.0     30.2     54.7     82.2     82.6     17.8     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      29       15        6       19       29       52       47
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY 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:       30,465
COMMITMENTS
  11,002    7,706    3,138   10,762    7,362   24,902   18,206    5,563   12,259

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:        853)
     580   -1,706     -504     -137      944      -61   -1,266      914    2,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     25.3     10.3     35.3     24.2     81.7     59.8     18.3     40.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      26       34       26       33       42       77       89
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY 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:      117,310
COMMITMENTS
  60,219   11,524       70   15,139   89,153   75,428  100,747   41,882   16,563

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      9,756)
   8,483      -16      -30    1,424    8,772    9,877    8,726     -121    1,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.3      9.8      0.1     12.9     76.0     64.3     85.9     35.7     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      33       11        5       18       25       55       37
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY 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:       38,204
COMMITMENTS
  17,213    3,287       48    6,378   24,458   23,639   27,793   14,565   10,411

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      3,043)
   4,725  -11,981       48   -4,882   15,103     -109    3,170    3,152     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1      8.6      0.1     16.7     64.0     61.9     72.7     38.1     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      14        5        2        6       11       20       18
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY 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:      104,662
COMMITMENTS
  81,605    5,708      243   16,012   97,131   97,860  103,082    6,802    1,580

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      7,903)
  12,264   -1,646       -2   -5,302   10,028    6,960    8,380      943     -477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.0      5.5      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
FUTURES ONLY 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:       89,147
COMMITMENTS
  15,182   50,649      110   56,340   11,583   71,632   62,342   17,515   26,805

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     -3,744)
  -2,849     -946       66   -3,947   -2,880   -6,730   -3,760    2,986       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     56.8      0.1     63.2     13.0     80.4     69.9     19.6     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      11       29        5       13       15       28       45
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY 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:      120,568
COMMITMENTS
  21,951   38,695      319   82,160   49,902  104,430   88,916   16,138   31,652

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     16,337)
   1,317    1,250      278   13,177    8,243   14,772    9,771    1,565    6,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     32.1      0.3     68.1     41.4     86.6     73.7     13.4     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      20       29        3       14       22       36       52
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY 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:      161,287
COMMITMENTS
  36,186   54,103    1,833   77,041   65,306  115,060  121,242   46,227   40,045

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      5,132)
  -1,043  -18,914      965    1,438   19,254    1,360    1,305    3,772    3,827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     33.5      1.1     47.8     40.5     71.3     75.2     28.7     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      39       41       13       27       27       74       73
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:    6,786,350
COMMITMENTS
 1031850  374,210  820,020  4153788  4711073  6005658  5905303  780,692  881,047

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:    276,412)
 285,552  -47,916   39,413  -46,452  246,321  278,513  237,818   -2,101   38,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      5.5     12.1     61.2     69.4     88.5     87.0     11.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      60       51       84      120      118      231      212
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY 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:      326,146
COMMITMENTS
  25,149   29,765      265  212,398  258,748  237,812  288,778   88,334   37,368

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:        701)
  -3,129    3,864       87    5,033      138    1,991    4,089   -1,290   -3,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      9.1      0.1     65.1     79.3     72.9     88.5     27.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      16       19        4       69       55       88       75
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY 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:    2,445,201
COMMITMENTS
 383,303  334,458   15,854  1846532  1826040  2245689  2176352  199,512  268,849

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     38,372)
   3,894   48,122   -6,859   34,010  -33,365   31,045    7,898    7,327   30,474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     13.7      0.6     75.5     74.7     91.8     89.0      8.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      424)
      94       87       28      152      159      257      263
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY 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:       98,226
COMMITMENTS
   8,457    9,701      299   80,640   85,028   89,396   95,028    8,830    3,198

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     -4,791)
  -2,273     -215      299    2,002   -1,975       28   -1,891   -4,819   -2,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      9.9      0.3     82.1     86.6     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
FUTURES ONLY 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:       14,549
COMMITMENTS
   4,085        0      625    5,650   11,225   10,360   11,850    4,189    2,699

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      1,903)
  -1,086        0      625    1,798    1,391    1,337    2,016      566     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1      0.0      4.3     38.8     77.2     71.2     81.4     28.8     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
FUTURES ONLY 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:      307,193
COMMITMENTS
 108,968   89,294    6,134  164,355  196,721  279,457  292,149   27,736   15,044

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     -2,540)
 -18,737   15,431    2,614   14,210  -21,498   -1,913   -3,453     -627      913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     29.1      2.0     53.5     64.0     91.0     95.1      9.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      73       50       15       53       69      134      126
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY 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:      126,970
COMMITMENTS
  73,240   13,888      136   23,798  100,860   97,174  114,884   29,796   12,086

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     18,242)
  11,126   -1,118       95    2,906   17,252   14,127   16,229    4,115    2,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.7     10.9      0.1     18.7     79.4     76.5     90.5     23.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      36       11        2        8       16       44       29
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY 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:      2,161)
   1,555    4,342        0    1,194     -497    2,749    3,845     -588   -1,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    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:       53)
      17       11        0       16       17       33       28
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
 

Updated January 15, 2010