MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       38,703
COMMITMENTS
   3,539    6,717    2,084   30,352   18,641   35,975   27,442    2,728   11,261

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      1,247)
     102      806       27    1,084      103    1,213      936       34      311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     17.4      5.4     78.4     48.2     93.0     70.9      7.0     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       9       24       12       25       20       41       50
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      130,915
COMMITMENTS
  38,334   30,736   21,587   52,727   55,931  112,648  108,254   18,267   22,661

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:     -3,178)
  -1,119    3,199    1,462   -2,918   -7,113   -2,575   -2,452     -603     -726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     23.5     16.5     40.3     42.7     86.0     82.7     14.0     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      50       62       64       46       48      134      153
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      203,960
COMMITMENTS
  51,315   54,190   35,362   97,943   78,589  184,620  168,141   19,340   35,819

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      2,818)
   2,670    4,164    3,988   -1,922   -4,043    4,736    4,109   -1,918   -1,291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     26.6     17.3     48.0     38.5     90.5     82.4      9.5     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      57       76       81       71      125      182      245
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,789
COMMITMENTS
   2,667    3,978      573    3,151    1,227    6,391    5,778    1,398    2,011

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:       -112)
     -82      211     -134      -61     -305     -277     -228      165      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     51.1      7.4     40.5     15.8     82.1     74.2     17.9     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      17       21        9       17       16       38       44
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       21,226
COMMITMENTS
   5,820    7,138    2,711    8,369    3,410   16,900   13,259    4,326    7,967

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        516)
     -94       37       17      412      -26      335       28      181      488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     33.6     12.8     39.4     16.1     79.6     62.5     20.4     37.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      17       26       22       32       26       67       63
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       65,416
COMMITMENTS
   8,949   23,534      747   31,738   21,432   41,434   45,713   23,982   19,703

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:     10,199)
    -328    2,053     -267    8,360    5,975    7,765    7,761    2,434    2,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     36.0      1.1     48.5     32.8     63.3     69.9     36.7     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      11       19        3       10       17       21       39
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       24,527
COMMITMENTS
   5,135   11,509      305    6,535    3,678   11,975   15,492   12,552    9,035

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:       -176)
     309      449        0      751   -2,350    1,060   -1,901   -1,236    1,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     46.9      1.2     26.6     15.0     48.8     63.2     51.2     36.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9       11        2        6        5       16       17
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       24,625
COMMITMENTS
   5,671   14,524        0   17,413    4,521   23,084   19,045    1,541    5,580

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      6,393)
    -272    4,323       -4    7,272      262    6,996    4,581     -603    1,812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     59.0      0.0     70.7     18.4     93.7     77.3      6.3     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9       22        0        9        7       18       29
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       87,698
COMMITMENTS
   7,489   46,526       68   49,259   18,613   56,816   65,207   30,882   22,491

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:     12,260)
  -2,926    2,059     -145   10,617    5,359    7,546    7,273    4,714    4,987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     53.1      0.1     56.2     21.2     64.8     74.4     35.2     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       9       32        3       13       11       24       44
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      113,171
COMMITMENTS
  62,529   15,439      124   29,220   78,405   91,873   93,968   21,298   19,203

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      5,457)
   2,049     -146       51    1,957    6,155    4,057    6,060    1,400     -603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.3     13.6      0.1     25.8     69.3     81.2     83.0     18.8     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      25       18        3       17       14       44       33
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      131,714
COMMITMENTS
  27,780   35,360    1,140   61,010   55,952   89,930   92,452   41,784   39,262

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:     14,212)
     810     -958     -209    9,893    4,862   10,494    3,695    3,718   10,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     26.8      0.9     46.3     42.5     68.3     70.2     31.7     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      30       26       10       23       26       59       56
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:        9,714
COMMITMENTS
   2,059    3,996        0    4,972    3,760    7,031    7,756    2,683    1,958

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:       -284)
  -1,357      387        0    1,036   -1,042     -321     -655       37      371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     41.1      0.0     51.2     38.7     72.4     79.8     27.6     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        8        0        8        6       11       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    6,917,563
COMMITMENTS
 1012929  517,440  453,191  4524742  5203697  5990862  6174328  926,701  743,235

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:     92,402)
 -47,594   40,903   -1,934  102,502    1,458   52,974   40,427   39,428   51,975

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      7.5      6.6     65.4     75.2     86.6     89.3     13.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      56       32       64       98       97      185      171
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      527,652
COMMITMENTS
  38,971   47,131    4,866  367,878  421,642  411,715  473,639  115,937   54,013

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:     21,622)
  -2,934   13,619     -535   14,292    5,061   10,823   18,145   10,799    3,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      8.9      0.9     69.7     79.9     78.0     89.8     22.0     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      23       18       15       80       62      112       86
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,565,182
COMMITMENTS
 572,592  308,676   26,126  1773112  1990522  2371830  2325324  193,352  239,858

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:    126,283)
  59,320   66,000   -3,876   60,526   -6,945  115,970   55,179   10,313   71,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     12.0      1.0     69.1     77.6     92.5     90.6      7.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
      91       89       39      137      140      245      251
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      113,263
COMMITMENTS
  18,112   14,876        0   87,403   93,949  105,515  108,825    7,748    4,438

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        181)
    -702      172        0      284   -1,202     -418   -1,030      599    1,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     13.1      0.0     77.2     82.9     93.2     96.1      6.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
       6        8        0       42       33       48       41
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       25,020
COMMITMENTS
   2,528    5,414        0   13,072   17,631   15,600   23,045    9,420    1,975

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      1,702)
      61    1,328        0      827      588      888    1,916      814     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     21.6      0.0     52.2     70.5     62.4     92.1     37.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        6        0       13       23       20       29
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      268,252
COMMITMENTS
  37,100   52,696    1,281  212,322  161,252  250,703  215,229   17,549   53,023

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:     21,544)
    -791    4,461     -399   22,045    6,890   20,855   10,952      689   10,592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     19.6      0.5     79.2     60.1     93.5     80.2      6.5     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      27       56        6       48       68       81      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       45,585
COMMITMENTS
  10,971   17,086      250   22,007   16,344   33,228   33,680   12,357   11,905

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:      5,909)
     661    2,300      200    5,934    1,719    6,795    4,219     -886    1,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     37.5      0.5     48.3     35.9     72.9     73.9     27.1     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12       15        1       10       12       23       27
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       34,450
COMMITMENTS
   6,312    6,325        0   22,370   22,600   28,682   28,925    5,768    5,525

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:       -991)
     237   -2,586      -15   -1,004    1,204     -782   -1,397     -209      406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     18.4      0.0     64.9     65.6     83.3     84.0     16.7     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       8       11        0       16       21       24       32
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       43,019
COMMITMENTS
   9,947   20,013      166   23,228   20,117   33,341   40,296    9,678    2,723

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:       -285)
  -1,216    2,600     -116   -1,657    6,583   -2,989    9,067    2,704   -9,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     46.5      0.4     54.0     46.8     77.5     93.7     22.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      13       13        2       20       19       34       33
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       29,620
COMMITMENTS
   5,254    6,490       26   22,720   21,053   28,000   27,569    1,620    2,051

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:        723)
     293      376        0      782      545    1,075      921     -352     -198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     21.9      0.1     76.7     71.1     94.5     93.1      5.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        8        2       11       13       19       22
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 01/20/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       14,103
COMMITMENTS
   3,775      766        0    9,535   12,744   13,310   13,510      793      593

CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST:       -265)
     155     -254       -1     -470        8     -316     -247       51      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      5.4      0.0     67.6     90.4     94.4     95.8      5.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        4        0        6        3       16        7
 

Updated January 23, 2009