MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       39,057
COMMITMENTS
   3,561    7,664    2,071   30,268   19,124   35,900   28,859    3,157   10,198

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        354)
      22      947      -13      -84      483      -75    1,417      429   -1,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     19.6      5.3     77.5     49.0     91.9     73.9      8.1     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      12       24       13       27       20       45       52
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      129,166
COMMITMENTS
  36,410   32,235   23,179   51,656   50,807  111,245  106,221   17,921   22,945

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:     -1,749)
  -1,924    1,499    1,592   -1,071   -5,124   -1,403   -2,033     -346      284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     25.0     17.9     40.0     39.3     86.1     82.2     13.9     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      57       59       65       43       47      132      152
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      206,740
COMMITMENTS
  54,262   58,229   32,241   99,984   78,724  186,487  169,194   20,253   37,546

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      2,780)
   2,947    4,039   -3,121    2,041      135    1,867    1,053      913    1,727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     28.2     15.6     48.4     38.1     90.2     81.8      9.8     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      64       73       82       72      128      189      251
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,114
COMMITMENTS
   2,724    4,026      832    3,055    1,236    6,611    6,094    1,503    2,020

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        325)
      57       48      259      -96        9      220      316      105        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     49.6     10.3     37.7     15.2     81.5     75.1     18.5     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      17       23        8       19       14       39       42
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       21,379
COMMITMENTS
   5,859    6,755    2,406    8,668    3,811   16,933   12,972    4,446    8,407

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        153)
      39     -383     -305      299      401       33     -287      120      440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     31.6     11.3     40.5     17.8     79.2     60.7     20.8     39.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      21       27       22       31       29       69       67
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       64,951
COMMITMENTS
   7,898   22,864      792   31,988   21,737   40,678   45,393   24,273   19,558

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:       -465)
  -1,051     -670       45      250      305     -756     -320      291     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     35.2      1.2     49.2     33.5     62.6     69.9     37.4     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12       18        5       10       16       23       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       28,119
COMMITMENTS
   4,319   14,507      295   12,183    3,784   16,797   18,586   11,322    9,533

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      3,592)
    -816    2,998      -10    5,648      106    4,822    3,094   -1,230      498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     51.6      1.0     43.3     13.5     59.7     66.1     40.3     33.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10       15        2        9        7       20       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       30,762
COMMITMENTS
   5,491   16,393        1   23,531    9,183   29,023   25,577    1,739    5,185

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      6,137)
    -180    1,869        1    6,118    4,662    5,939    6,532      198     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     53.3      0.0     76.5     29.9     94.3     83.1      5.7     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       9       31        1        8        9       18       40
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       87,433
COMMITMENTS
   9,697   46,691      583   49,233   16,801   59,513   64,075   27,920   23,358

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:       -265)
   2,208      165      515      -26   -1,812    2,697   -1,132   -2,962      867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     53.4      0.7     56.3     19.2     68.1     73.3     31.9     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      15       29        6       14       11       31       44
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      115,063
COMMITMENTS
  63,369   14,362      154   28,783   83,450   92,306   97,966   22,757   17,097

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      1,892)
     840   -1,077       30     -437    5,045      433    3,998    1,459   -2,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.1     12.5      0.1     25.0     72.5     80.2     85.1     19.8     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      32       17        4       18       17       53       35
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      134,554
COMMITMENTS
  32,077   39,566    1,296   65,248   61,249   98,621  102,111   35,933   32,443

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      2,840)
   4,297    4,206      156    4,238    5,297    8,691    9,659   -5,851   -6,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     29.4      1.0     48.5     45.5     73.3     75.9     26.7     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      39       31       11       23       24       65       63
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       10,782
COMMITMENTS
   1,802    6,099        0    6,268    2,810    8,070    8,909    2,712    1,873

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      1,068)
    -257    2,103        0    1,296     -950    1,039    1,153       29      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     56.6      0.0     58.1     26.1     74.8     82.6     25.2     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2       11        0        9        5       11       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    6,708,187
COMMITMENTS
 919,450  533,473  469,715  4440195  5011618  5829360  6014806  878,827  693,381

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:   -209,376)
 -93,479   16,033   16,524  -84,547 -192,079 -161,502 -159,522  -47,874  -49,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      8.0      7.0     66.2     74.7     86.9     89.7     13.1     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      58       27       64       95       95      179      168
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      535,393
COMMITMENTS
  41,242   56,460    5,044  372,081  427,478  418,367  488,982  117,026   46,411

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      7,741)
   2,271    9,329      178    4,203    5,836    6,652   15,343    1,089   -7,602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     10.5      0.9     69.5     79.8     78.1     91.3     21.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      27       21       14       79       62      114       89
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,620,436
COMMITMENTS
 579,249  277,973   32,278  1827761  2067350  2439288  2377601  181,148  242,835

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:     55,254)
   6,657  -30,703    6,152   54,649   76,828   67,458   52,277  -12,204    2,977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     10.6      1.2     69.8     78.9     93.1     90.7      6.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
      88       88       33      133      134      234      243
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      109,357
COMMITMENTS
  15,588   12,532        0   86,662   92,889  102,250  105,421    7,107    3,936

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:     -3,906)
  -2,524   -2,344        0     -741   -1,060   -3,265   -3,404     -641     -502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     11.5      0.0     79.2     84.9     93.5     96.4      6.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
       6        7        0       43       34       49       41
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       25,801
COMMITMENTS
   1,674    4,293        0   15,976   19,079   17,650   23,372    8,151    2,429

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        781)
    -854   -1,121        0    2,904    1,448    2,050      327   -1,269      454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     16.6      0.0     61.9     73.9     68.4     90.6     31.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        5        0       14       23       18       28
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      248,360
COMMITMENTS
  35,993   44,729    1,259  194,032  159,662  231,284  205,650   17,076   42,710

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:    -19,892)
  -1,107   -7,967      -22  -18,290   -1,590  -19,419   -9,579     -473  -10,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     18.0      0.5     78.1     64.3     93.1     82.8      6.9     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      34       44        8       50       64       89      111
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       45,177
COMMITMENTS
  12,591   16,006      250   20,406   17,105   33,247   33,361   11,930   11,816

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:       -408)
   1,620   -1,080        0   -1,601      761       19     -319     -427      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     35.4      0.6     45.2     37.9     73.6     73.8     26.4     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      14       14        1       11       12       26       26
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,626
COMMITMENTS
   6,026    9,099       10   24,169   21,061   30,205   30,170    5,421    5,456

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:      1,176)
    -286    2,774       10    1,799   -1,539    1,523    1,245     -347      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     25.5      0.0     67.8     59.1     84.8     84.7     15.2     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       8       18        1       15       20       24       38
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       43,651
COMMITMENTS
  10,722   18,027      479   24,207   19,778   35,408   38,284    8,243    5,367

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        632)
     775   -1,986      313      979     -339    2,067   -2,012   -1,435    2,644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     41.3      1.1     55.5     45.3     81.1     87.7     18.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      14       11        2       20       18       35       30
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       30,532
COMMITMENTS
   5,097    7,092       86   23,547   21,282   28,730   28,460    1,802    2,072

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        912)
    -157      602       60      827      229      730      891      182       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     23.2      0.3     77.1     69.7     94.1     93.2      5.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        7        2       12       14       19       22
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 01/27/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       14,250
COMMITMENTS
   3,768      780        0    9,706   12,807   13,474   13,587      776      663

CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST:        147)
      -7       14        0      171       63      164       77      -17       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      5.5      0.0     68.1     89.9     94.6     95.3      5.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        4        0        6        3       15        7
 

Updated January 30, 2009