BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,876
COMMITMENTS
      26       62       25    3,399    3,562    3,450    3,649      426      227

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:         73)
    -152       62       25      212      -10       85       77      -12       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      1.6      0.6     87.7     91.9     89.0     94.1     11.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       19       14       21       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       23,809
COMMITMENTS
     965    4,761    1,518   16,581   13,155   19,064   19,434    4,745    4,375

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        702)
     -90      539      129      996      499    1,035    1,167     -333     -465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     20.0      6.4     69.6     55.3     80.1     81.6     19.9     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      10       19       15       30       20       48       46
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      145,043
COMMITMENTS
  31,002   54,067   22,027   72,686   41,525  125,715  117,619   19,328   27,424

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        236)
   1,611   -6,709     -536      270    4,561    1,345   -2,684   -1,109    2,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     37.3     15.2     50.1     28.6     86.7     81.1     13.3     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      70       71       68       34       42      151      154
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      253,516
COMMITMENTS
  73,030   60,504   41,820  114,960  102,187  229,810  204,511   23,706   49,005

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     11,507)
   2,415   -2,135    7,417      527    5,091   10,359   10,373    1,148    1,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     23.9     16.5     45.3     40.3     90.6     80.7      9.4     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      97       79       82       71      123      203      261
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,842
COMMITMENTS
   3,766    3,878      610    2,657    2,682    7,033    7,170    1,809    1,672

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:       -435)
    -121      138       27     -226     -310     -320     -145     -115     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     43.9      6.9     30.0     30.3     79.5     81.1     20.5     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      26       26        8        9       16       40       48
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       26,304
COMMITMENTS
   9,295    7,501    2,725    7,666    5,888   19,686   16,114    6,618   10,190

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:       -352)
     670     -830     -243     -189      274      238     -799     -590      447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     28.5     10.4     29.1     22.4     74.8     61.3     25.2     38.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      32       30       25       32       38       79       83
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      124,489
COMMITMENTS
  44,894    6,862    6,361   36,893   95,719   88,148  108,942   36,341   15,547

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     19,405)
   2,050      836    2,542   14,189   15,863   18,781   19,241      624      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1      5.5      5.1     29.6     76.9     70.8     87.5     29.2     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      28        9        6       13       18       44       31
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       45,016
COMMITMENTS
  24,026    5,835       33      580   32,340   24,639   38,208   20,377    6,808

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     -7,277)
     655      601     -721   -7,566   -6,415   -7,632   -6,535      355     -742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.4     13.0      0.1      1.3     71.8     54.7     84.9     45.3     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      16        8        1        1       11       18       19
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       51,097
COMMITMENTS
  26,589   27,881        0   23,533   21,938   50,122   49,819      975    1,278

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:    -24,431)
    -552    4,804     -503  -21,440  -27,048  -22,495  -22,747   -1,936   -1,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.0     54.6      0.0     46.1     42.9     98.1     97.5      1.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      24       18        0       15       11       39       29
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       67,178
COMMITMENTS
  24,491   36,978        7   23,532   12,617   48,030   49,602   19,148   17,576

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:    -38,516)
  -4,845    1,682   -1,735  -34,228  -37,643  -40,808  -37,696    2,292     -820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     55.0      0.0     35.0     18.8     71.5     73.8     28.5     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      23       21        2       12       12       36       34
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      108,330
COMMITMENTS
  54,044   16,937       24   24,083   74,881   78,151   91,842   30,179   16,488

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     -6,919)
  -2,681    1,011     -412   -6,557   -7,067   -9,650   -6,468    2,731     -451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.9     15.6      0.0     22.2     69.1     72.1     84.8     27.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      27       18        3       12       15       42       33
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      156,349
COMMITMENTS
  74,562   36,790      339   22,673   86,212   97,574  123,341   58,775   33,008

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:      6,458)
  18,019   -1,720   -2,449  -16,234    6,598     -664    2,429    7,122    4,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7     23.5      0.2     14.5     55.1     62.4     78.9     37.6     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      51       29        4       21       29       73       61
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       23,371
COMMITMENTS
  20,206    1,211        0      131   21,192   20,337   22,403    3,034      968

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     -6,488)
   1,218      346        0   -7,819   -7,166   -6,601   -6,820      113      332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.5      5.2      0.0      0.6     90.7     87.0     95.9     13.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      16        4        0        2       13       18       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    6,371,061
COMMITMENTS
 1101116  314,169  792,510  3648894  4500907  5542520  5607586  828,541  763,475

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:   -665,063)
-193,016  -73,110    8,208 -390,239 -509,336 -575,047 -574,238  -90,016  -90,825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3      4.9     12.4     57.3     70.6     87.0     88.0     13.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      63       43       74      111      113      210      203
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      471,294
COMMITMENTS
  27,467   38,823   11,204  319,791  349,529  358,462  399,556  112,832   71,738

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     49,085)
   2,326      215    9,113   27,786   26,961   39,225   36,289    9,860   12,796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      8.2      2.4     67.9     74.2     76.1     84.8     23.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      17       24       18       75       68      105       97
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,084,056
COMMITMENTS
 494,556  387,914   55,477  2298904  2338685  2848937  2782076  235,119  301,980

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:    395,586)
  38,264   11,653   17,272  299,719  301,858  355,255  330,783   40,331   64,803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     12.6      1.8     74.5     75.8     92.4     90.2      7.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      456)
     102      106       60      178      175      314      308
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      112,674
COMMITMENTS
  15,680   11,351      214   87,816   96,365  103,710  107,930    8,964    4,744

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     13,345)
  -1,416     -186      214   12,513   12,397   11,311   12,425    2,034      920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     10.1      0.2     77.9     85.5     92.0     95.8      8.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      10        9        2       50       33       61       43
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       33,631
COMMITMENTS
   4,065    5,900      134   23,986   19,578   28,185   25,612    5,446    8,019

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     10,483)
     556     -705      134    8,371    7,134    9,061    6,563    1,422    3,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     17.5      0.4     71.3     58.2     83.8     76.2     16.2     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        6        1       18       23       21       30
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      414,100
COMMITMENTS
 101,056   83,761   11,247  259,463  299,660  371,766  394,668   42,334   19,432

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     49,460)
 -14,847  -35,313    7,666   42,695   77,077   35,514   49,430   13,946       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     20.2      2.7     62.7     72.4     89.8     95.3     10.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      62       58       21       71       77      148      141
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      104,312
COMMITMENTS
  58,173    9,572        0   17,506   88,301   75,679   97,873   28,633    6,439

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:     -9,716)
   3,344    3,127     -708  -10,717   -7,196   -8,081   -4,777   -1,635   -4,939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.8      9.2      0.0     16.8     84.7     72.6     93.8     27.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      24        7        0        5       13       29       20
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,137
COMMITMENTS
  10,572    9,352        0    8,072   14,160   18,644   23,512   13,493    8,625

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:    -14,302)
    -894   -4,258   -1,111   -7,274   -4,985   -9,279  -10,354   -5,023   -3,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     29.1      0.0     25.1     44.1     58.0     73.2     42.0     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      14       10        0       14       10       28       20
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       37,929
COMMITMENTS
   9,232    4,276    1,815   21,005   12,240   32,052   18,331    5,877   19,598

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:    -32,782)
  -7,826   -9,486      990  -19,523  -16,193  -26,359  -24,689   -6,423   -8,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     11.3      4.8     55.4     32.3     84.5     48.3     15.5     51.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11        5        1       20       16       31       22
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       24,722
COMMITMENTS
   2,968      587      145   16,698   20,956   19,811   21,688    4,911    3,034

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        580)
    -618   -6,253       16     -402    5,699   -1,004     -538    1,584    1,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      2.4      0.6     67.5     84.8     80.1     87.7     19.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        2        2       13       14       20       17
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 09/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       17,175
COMMITMENTS
   3,684      546        2   12,044   15,958   15,730   16,506    1,445      669

CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST:        584)
     272      325        2      428      245      702      572     -118       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      3.2      0.0     70.1     92.9     91.6     96.1      8.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        3        1       10        2       19        6
 

Updated September 18, 2009