MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    25,868:     2,655      5,164        724     17,667     14,831     21,046     20,719:     4,822      5,149
Old  :    25,868:     2,655      5,164        724     17,667     14,831     21,046     20,719:     4,822      5,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :     1,060:       804       -418         37        478        745      1,319        364:      -259        696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       20.0        2.8       68.3       57.3       81.4       80.1:      18.6       19.9
Old  :     100.0:      10.3       20.0        2.8       68.3       57.3       81.4       80.1:      18.6       19.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        13         16         16         29         24         50         49:
Old  :        70:        13         16         16         29         24         50         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       39.6       51.4       56.1       36.1       37.4       50.8       53.9
Old  :                 36.4       39.6       51.4       56.1       36.1       37.4       50.8       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   170,491:    49,457     24,292     24,757     75,490     93,338    149,704    142,387:    20,787     28,104
Old  :   168,344:    49,409     24,623     24,423     74,156     91,448    147,988    140,494:    20,356     27,850
Other:     2,147:       379          0          3      1,334      1,890      1,716      1,893:       431        254
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :      -664:     1,012        561     -1,092        724      1,225        644        694:    -1,308     -1,358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       14.2       14.5       44.3       54.7       87.8       83.5:      12.2       16.5
Old  :     100.0:      29.4       14.6       14.5       44.1       54.3       87.9       83.5:      12.1       16.5
Other:     100.0:      17.7        0.0        0.1       62.1       88.0       79.9       88.2:      20.1       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        71         59         65         41         55        162        147:
Old  :       217:        71         59         65         41         55        162        147:
Other:        24:         5          0          1          4         15          9         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       32.1       35.3       42.3       21.2       31.7       35.1       41.2
Old  :                 21.4       32.4       35.0       42.0       21.4       32.0       34.8       40.9
Other:                 74.6       73.4       79.9       83.0       74.6       73.4       79.7       83.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   259,625:    91,045     58,526     28,879    116,662    124,078    236,586    211,483:    23,039     48,142
Old  :   259,625:    91,045     58,526     28,879    116,662    124,078    236,586    211,483:    23,039     48,142
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :      -983:      -743     -6,895        740        327      4,637        324     -1,518:    -1,307        535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1       22.5       11.1       44.9       47.8       91.1       81.5:       8.9       18.5
Old  :     100.0:      35.1       22.5       11.1       44.9       47.8       91.1       81.5:       8.9       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       364:       103         89         73         70        142        210        276:
Old  :       364:       103         89         73         70        142        210        276:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       13.4       32.5       21.2       19.6       12.0       32.1       18.6
Old  :                 19.6       13.4       32.5       21.2       19.6       12.0       32.1       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     8,793:     4,314      1,534        419      2,466      5,420      7,199      7,373:     1,594      1,420
Old  :     8,793:     4,314      1,534        419      2,466      5,420      7,199      7,373:     1,594      1,420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :      -622:      -180        243       -380         56       -303       -504       -440:      -118       -182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.1       17.4        4.8       28.0       61.6       81.9       83.9:      18.1       16.1
Old  :     100.0:      49.1       17.4        4.8       28.0       61.6       81.9       83.9:      18.1       16.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        28         19          8         17         34         51         56:
Old  :        87:        28         19          8         17         34         51         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       31.0       57.1       44.9       37.2       30.8       57.1       43.8
Old  :                 37.2       31.0       57.1       44.9       37.2       30.8       57.1       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    30,267:     9,704     11,749      3,260     11,166      5,400     24,130     20,409:     6,137      9,858
Old  :    30,267:     9,704     11,749      3,260     11,166      5,400     24,130     20,409:     6,137      9,858
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :      -372:    -1,052       -989        354        722        382         24       -253:      -396       -119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       38.8       10.8       36.9       17.8       79.7       67.4:      20.3       32.6
Old  :     100.0:      32.1       38.8       10.8       36.9       17.8       79.7       67.4:      20.3       32.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        31         35         29         36         35         85         88:
Old  :       128:        31         35         29         36         35         85         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       19.7       38.3       29.0       23.5       19.7       37.8       27.6
Old  :                 24.0       19.7       38.3       29.0       23.5       19.7       37.8       27.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    19,028:     2,548        335        120     11,959     18,282     14,627     18,737:     4,401        291
Old  :    19,028:     2,548        335        120     11,959     18,282     14,627     18,737:     4,401        291
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :    -4,030:        59       -560       -111     -3,882     -3,259     -3,934     -3,930:       -96       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        1.8        0.6       62.8       96.1       76.9       98.5:      23.1        1.5
Old  :     100.0:      13.4        1.8        0.6       62.8       96.1       76.9       98.5:      23.1        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          1          1          8         11         14         13:
Old  :        20:         6          1          1          8         11         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       84.9       71.0       92.6       43.3       72.4       54.1       77.4
Old  :                 52.8       84.9       71.0       92.6       43.3       72.4       54.1       77.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :    79,423:    31,381      8,680        136     13,443     55,997     44,960     64,813:    34,463     14,610
Old  :    79,423:    31,381      8,680        136     13,443     55,997     44,960     64,813:    34,463     14,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :   -30,472:     2,016      4,940     -5,712    -23,550    -24,285    -27,246    -25,057:    -3,226     -5,415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.5       10.9        0.2       16.9       70.5       56.6       81.6:      43.4       18.4
Old  :     100.0:      39.5       10.9        0.2       16.9       70.5       56.6       81.6:      43.4       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        18         13          2         14         22         33         36:
Old  :        60:        18         13          2         14         22         33         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       38.6       40.8       59.8       25.5       38.6       40.8       59.4
Old  :                 25.5       38.6       40.8       59.8       25.5       38.6       40.8       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    34,198:     9,084     13,652          0     13,697      8,888     22,781     22,540:    11,417     11,658
Old  :    34,198:     9,084     13,652          0     13,697      8,888     22,781     22,540:    11,417     11,658
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :       607:    -2,221      2,808       -430      5,780     -2,920      3,129       -542:    -2,522      1,149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       39.9        0.0       40.1       26.0       66.6       65.9:      33.4       34.1
Old  :     100.0:      26.6       39.9        0.0       40.1       26.0       66.6       65.9:      33.4       34.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        10         11          0          7          8         17         19:
Old  :        33:        10         11          0          7          8         17         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       35.2       53.8       51.9       39.8       35.2       53.3       51.9
Old  :                 40.0       35.2       53.8       51.9       39.8       35.2       53.3       51.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   103,531:    78,578      5,580      1,112     17,816     95,073     97,506    101,765:     6,025      1,766
Old  :   103,531:    78,578      5,580      1,112     17,816     95,073     97,506    101,765:     6,025      1,766
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :   -11,465:   -19,153       -589        871      7,276    -11,946    -11,006    -11,664:      -459        199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.9        5.4        1.1       17.2       91.8       94.2       98.3:       5.8        1.7
Old  :     100.0:      75.9        5.4        1.1       17.2       91.8       94.2       98.3:       5.8        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        47         13          3         13         16         61         31:
Old  :        85:        47         13          3         13         16         61         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.8       71.6       71.6       86.9       56.8       71.6       70.8       86.5
Old  :                 56.8       71.6       71.6       86.9       56.8       71.6       70.8       86.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :    74,083:    13,551     38,128         50     43,857     15,317     57,458     53,495:    16,625     20,588
Old  :    74,083:    13,551     38,128         50     43,857     15,317     57,458     53,495:    16,625     20,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :     1,906:      -259        874         36      2,441      1,200      2,218      2,110:      -312       -204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       51.5        0.1       59.2       20.7       77.6       72.2:      22.4       27.8
Old  :     100.0:      18.3       51.5        0.1       59.2       20.7       77.6       72.2:      22.4       27.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        15         24          4         13         16         30         42:
Old  :        63:        15         24          4         13         16         30         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.2       35.4       56.4       43.6       38.8       35.1       55.4       43.1
Old  :                 39.2       35.4       56.4       43.6       38.8       35.1       55.4       43.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :    93,224:    29,477     30,488          0     46,118     41,644     75,595     72,132:    17,629     21,092
Old  :    93,224:    29,477     30,488          0     46,118     41,644     75,595     72,132:    17,629     21,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :     4,786:    -4,333      5,050          0     11,453     -2,346      7,120      2,704:    -2,334      2,082
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       32.7        0.0       49.5       44.7       81.1       77.4:      18.9       22.6
Old  :     100.0:      31.6       32.7        0.0       49.5       44.7       81.1       77.4:      18.9       22.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        19         29          0         12         15         31         44:
Old  :        71:        19         29          0         12         15         31         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       39.9       59.3       51.2       39.8       39.9       54.7       48.7
Old  :                 44.0       39.9       59.3       51.2       39.8       39.9       54.7       48.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   134,600:    40,925     55,252        462     45,292     46,838     86,679    102,552:    47,921     32,048
Old  :   134,600:    40,925     55,252        462     45,292     46,838     86,679    102,552:    47,921     32,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :     2,583:    -2,062     -4,183       -209      5,623      6,110      3,352      1,718:      -769        865
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       41.0        0.3       33.6       34.8       64.4       76.2:      35.6       23.8
Old  :     100.0:      30.4       41.0        0.3       33.6       34.8       64.4       76.2:      35.6       23.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        38         48         11         24         25         69         77:
Old  :       128:        38         48         11         24         25         69         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       22.7       32.4       34.6       22.4       21.6       30.9       33.6
Old  :                 23.7       22.7       32.4       34.6       22.4       21.6       30.9       33.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    19,372:    15,164      5,418          0      1,705     12,386     16,869     17,804:     2,503      1,568
Old  :    19,372:    15,164      5,418          0      1,705     12,386     16,869     17,804:     2,503      1,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :       725:       929        635          0        107        162      1,036        797:      -311        -72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.3       28.0        0.0        8.8       63.9       87.1       91.9:      12.9        8.1
Old  :     100.0:      78.3       28.0        0.0        8.8       63.9       87.1       91.9:      12.9        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         9          7          0          5          7         14         14:
Old  :        27:         9          7          0          5          7         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.7       53.6       81.3       79.0       66.7       53.6       81.3       78.6
Old  :                 66.7       53.6       81.3       79.0       66.7       53.6       81.3       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  : 6,519,423:   877,153    446,296    743,952  4,121,706  4,514,224  5,742,811  5,704,472:   776,612    814,951
Old  : 6,519,423:   877,153    446,296    743,952  4,121,706  4,514,224  5,742,811  5,704,472:   776,612    814,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :    29,601:    41,151     69,277    -46,065    117,498     55,984    112,584     79,196:   -82,983    -49,595
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        6.8       11.4       63.2       69.2       88.1       87.5:      11.9       12.5
Old  :     100.0:      13.5        6.8       11.4       63.2       69.2       88.1       87.5:      11.9       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        55         48         81        123        117        225        210:
Old  :       245:        55         48         81        123        117        225        210:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       35.2       39.3       43.0       27.3       30.5       33.6       35.0
Old  :                 28.3       35.2       39.3       43.0       27.3       30.5       33.6       35.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   319,530:    23,182     23,676        104    207,062    258,469    230,348    282,249:    89,182     37,281
Old  :   319,530:    23,182     23,676        104    207,062    258,469    230,348    282,249:    89,182     37,281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :  -138,739:    -4,115    -15,334     -3,883    -56,962    -89,382    -64,960   -108,599:   -73,779    -30,140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        7.4        0.0       64.8       80.9       72.1       88.3:      27.9       11.7
Old  :     100.0:       7.3        7.4        0.0       64.8       80.9       72.1       88.3:      27.9       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        13         15          1         64         58         77         74:
Old  :       128:        13         15          1         64         58         77         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       37.9       32.6       53.1       22.1       37.9       30.8       53.0
Old  :                 23.9       37.9       32.6       53.1       22.1       37.9       30.8       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,375,469:   377,440    304,897      7,040  1,801,931  1,822,904  2,186,411  2,134,841:   189,058    240,628
Old  : 2,375,469:   377,440    304,897      7,040  1,801,931  1,822,904  2,186,411  2,134,841:   189,058    240,628
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :-1,003,514:  -154,996    -26,824    -54,267   -740,039   -638,331   -949,302   -719,422:   -54,212   -284,092
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       12.8        0.3       75.9       76.7       92.0       89.9:       8.0       10.1
Old  :     100.0:      15.9       12.8        0.3       75.9       76.7       92.0       89.9:       8.0       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       402:        83         80         18        141        159        230        251:
Old  :       402:        83         80         18        141        159        230        251:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       25.3       33.0       34.1       21.2       22.6       30.8       31.0
Old  :                 22.2       25.3       33.0       34.1       21.2       22.6       30.8       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   103,015:    14,784     10,441         63     75,730     86,440     90,577     96,944:    12,438      6,071
Old  :   103,015:    14,784     10,441         63     75,730     86,440     90,577     96,944:    12,438      6,071
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :   -17,008:    -5,137       -574         -1    -14,187    -16,664    -19,325    -17,239:     2,317        231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       10.1        0.1       73.5       83.9       87.9       94.1:      12.1        5.9
Old  :     100.0:      14.4       10.1        0.1       73.5       83.9       87.9       94.1:      12.1        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        13          6          1         45         29         58         36:
Old  :        81:        13          6          1         45         29         58         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       56.3       46.5       73.3       24.4       54.4       38.4       66.1
Old  :                 30.2       56.3       46.5       73.3       24.4       54.4       38.4       66.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :     9,800:     2,518        710          0      3,852      6,717      6,370      7,427:     3,430      2,373
Old  :     9,800:     2,518        710          0      3,852      6,717      6,370      7,427:     3,430      2,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :   -18,008:    -7,882        140       -220     -6,599    -16,911    -14,701    -16,991:    -3,307     -1,017
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7        7.2        0.0       39.3       68.5       65.0       75.8:      35.0       24.2
Old  :     100.0:      25.7        7.2        0.0       39.3       68.5       65.0       75.8:      35.0       24.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          1          0          9         11         13         12:
Old  :        22:         4          1          0          9         11         13         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       56.8       55.9       68.6       43.6       56.8       55.9       68.6
Old  :                 43.6       56.8       55.9       68.6       43.6       56.8       55.9       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   274,954:   111,341     71,614      3,700    134,397    183,128    249,438    258,442:    25,516     16,512
Old  :   274,954:   111,341     71,614      3,700    134,397    183,128    249,438    258,442:    25,516     16,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :  -168,561:     2,871    -33,222    -12,259   -157,023   -112,214   -166,411   -157,695:    -2,150    -10,866
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5       26.0        1.3       48.9       66.6       90.7       94.0:       9.3        6.0
Old  :     100.0:      40.5       26.0        1.3       48.9       66.6       90.7       94.0:       9.3        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        62         44          7         50         68        114        117:
Old  :       209:        62         44          7         50         68        114        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       20.2       44.2       34.8       28.4       20.2       39.7       34.6
Old  :                 32.3       20.2       44.2       34.8       28.4       20.2       39.7       34.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :    94,188:    48,769     16,344        161     21,197     67,630     70,127     84,135:    24,061     10,053
Old  :    94,188:    48,769     16,344        161     21,197     67,630     70,127     84,135:    24,061     10,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :    -7,718:    -5,988      2,570         11     -1,403     -9,401     -7,380     -6,820:      -338       -898
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.8       17.4        0.2       22.5       71.8       74.5       89.3:      25.5       10.7
Old  :     100.0:      51.8       17.4        0.2       22.5       71.8       74.5       89.3:      25.5       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        24         13          4         13         15         40         29:
Old  :        60:        24         13          4         13         15         40         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.1       55.1       56.0       74.6       45.1       55.0       55.8       74.5
Old  :                 45.1       55.1       56.0       74.6       45.1       55.0       55.8       74.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    24,375:     7,646      5,021          0     11,173      8,417     18,819     13,438:     5,556     10,937
Old  :    24,375:     7,646      5,021          0     11,173      8,417     18,819     13,438:     5,556     10,937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :    -1,473:    -1,917     -1,804          0        582       -279     -1,335     -2,083:      -138        610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       20.6        0.0       45.8       34.5       77.2       55.1:      22.8       44.9
Old  :     100.0:      31.4       20.6        0.0       45.8       34.5       77.2       55.1:      22.8       44.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        11          9          0         13         11         24         20:
Old  :        38:        11          9          0         13         11         24         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       25.8       51.1       39.5       34.5       25.6       49.9       39.2
Old  :                 35.2       25.8       51.1       39.5       34.5       25.6       49.9       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    25,361:     4,351      5,945        725     11,719     13,083     16,795     19,753:     8,566      5,608
Old  :    25,361:     4,351      5,945        725     11,719     13,083     16,795     19,753:     8,566      5,608
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :       614:    -2,666       -241        342      1,018      2,763     -1,306      2,864:     1,920     -2,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       23.4        2.9       46.2       51.6       66.2       77.9:      33.8       22.1
Old  :     100.0:      17.2       23.4        2.9       46.2       51.6       66.2       77.9:      33.8       22.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         6         10          2         14         18         22         28:
Old  :        42:         6         10          2         14         18         22         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       28.0       41.6       44.1       24.1       28.0       38.2       43.8
Old  :                 26.8       28.0       41.6       44.1       24.1       28.0       38.2       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                                                          Code-244741
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :    26,072:     3,795        393         40     20,005     24,413     23,840     24,846:     2,232      1,226
Old  :    26,072:     3,795        393         40     20,005     24,413     23,840     24,846:     2,232      1,226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :    -1,122:      -307        393        -35        493       -643        151       -285:    -1,273       -837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        1.5        0.2       76.7       93.6       91.4       95.3:       8.6        4.7
Old  :     100.0:      14.6        1.5        0.2       76.7       93.6       91.4       95.3:       8.6        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         8          1          1         17         18         25         20:
Old  :        40:         8          1          1         17         18         25         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       61.3       69.7       78.5       52.4       61.2       67.1       78.4
Old  :                 54.9       61.3       69.7       78.5       52.4       61.2       67.1       78.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE                                              Code-244742
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI INDEX X $50)                                                         :
     :          :                                                                            :
All  :    17,322:     1,918        718          0      8,922     15,000     10,840     15,718:     6,482      1,604
Old  :    17,322:     1,918        718          0      8,922     15,000     10,840     15,718:     6,482      1,604
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :    -4,547:    -1,247     -1,061          0     -2,712     -3,424     -3,959     -4,485:      -588        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        4.1        0.0       51.5       86.6       62.6       90.7:      37.4        9.3
Old  :     100.0:      11.1        4.1        0.0       51.5       86.6       62.6       90.7:      37.4        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         5          2          0          9          6         14          8:
Old  :        21:         5          2          0          9          6         14          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       84.9       53.5       90.7       43.2       84.9       52.5       89.7
Old  :                 44.3       84.9       53.5       90.7       43.2       84.9       52.5       89.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                                  Code-256741
Commitments of Traders - Futures Only, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    17,721:     3,914        633          0     11,815     16,488     15,729     17,121:     1,992        600
Old  :    17,721:     3,914        633          0     11,815     16,488     15,729     17,121:     1,992        600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 15, 2009                    :
     :    -1,814:      -985         75        -79       -478     -1,752     -1,542     -1,756:      -272        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        3.6        0.0       66.7       93.0       88.8       96.6:      11.2        3.4
Old  :     100.0:      22.1        3.6        0.0       66.7       93.0       88.8       96.6:      11.2        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         8          4          0          7          1         15          5:
Old  :        20:         8          4          0          7          1         15          5:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.1       96.0       74.5       96.6       61.1       96.0       74.5       96.6
Old  :                 61.1       96.0       74.5       96.6       61.1       96.0       74.5       96.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 28, 2009