MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       23,805
COMMITMENTS
   1,559    4,682    1,085   15,568   13,750   18,212   19,517    5,593    4,288

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      1,035)
     181      851     -109      864        1      936      743       99      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     19.7      4.6     65.4     57.8     76.5     82.0     23.5     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      12       19       14       28       20       48       46
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      168,845
COMMITMENTS
  43,063   35,310   26,488   74,223   75,629  143,774  137,427   25,071   31,418

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      6,369)
  -2,005   -3,007   -1,399    3,721    5,686      317    1,280    6,052    5,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     20.9     15.7     44.0     44.8     85.2     81.4     14.8     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      60       67       65       38       61      148      160
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      271,891
COMMITMENTS
  85,951   63,030   34,339  118,436  113,988  238,726  211,357   33,165   60,534

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      6,821)
   7,129   11,573  -11,424     -198   -4,459   -4,493   -4,310   11,314   11,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     23.2     12.6     43.6     41.9     87.8     77.7     12.2     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      360)
     102       99       82       72      134      212      285
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,596
COMMITMENTS
   4,557    2,779    1,289    2,846    4,614    8,692    8,682    1,904    1,914

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      1,174)
     365     -797      603      -59    1,040      909      846      265      328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.0     26.2     12.2     26.9     43.5     82.0     81.9     18.0     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      25       26        9       15       35       49       62
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       26,328
COMMITMENTS
  12,041   11,815      815    6,802    4,583   19,658   17,213    6,670    9,115

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        884)
     791    2,024     -541     -481     -655     -231      828    1,115       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.7     44.9      3.1     25.8     17.4     74.7     65.4     25.3     34.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      26       39       18       29       25       65       73
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       19,798
COMMITMENTS
   6,654      119      224    9,506   19,227   16,384   19,570    3,414      228

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:       -580)
     -14      -57        8     -859     -488     -865     -537      285      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      0.6      1.1     48.0     97.1     82.8     98.8     17.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        1        1        7       12       14       13
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       94,241
COMMITMENTS
  35,653   12,047      210   21,377   63,318   57,240   75,575   37,001   18,666

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      8,322)
   5,485    3,863      209    2,442    4,042    8,136    8,114      186      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     12.8      0.2     22.7     67.2     60.7     80.2     39.3     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      29       12        4       19       21       50       35
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       54,018
COMMITMENTS
  25,311    3,112        0    9,725   41,681   35,036   44,793   18,982    9,225

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        738)
    -406      693      -21    2,760   -1,529    2,333     -857   -1,595    1,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9      5.8      0.0     18.0     77.2     64.9     82.9     35.1     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      16        5        0        5       14       21       19
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       83,174
COMMITMENTS
  65,121    9,813      419   12,943   71,172   78,483   81,404    4,691    1,770

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:     15,617)
  15,900    1,042      349   -1,153   14,960   15,096   16,351      521     -734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.3     11.8      0.5     15.6     85.6     94.4     97.9      5.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      37       19        5       15       17       54       40
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       96,616
COMMITMENTS
  29,520   36,105        8   43,232   40,156   72,760   76,269   23,856   20,347

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:     -7,201)
     843   -8,429      -16  -10,254    1,393   -9,427   -7,052    2,226     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     37.4      0.0     44.7     41.6     75.3     78.9     24.7     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      18       19        3       20       17       41       36
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      125,908
COMMITMENTS
  48,750   13,198      199   47,864   92,869   96,813  106,266   29,095   19,642

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      8,564)
   6,706   -6,968      109   -4,194   13,963    2,621    7,104    5,943    1,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7     10.5      0.2     38.0     73.8     76.9     84.4     23.1     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      27       20        5       15       21       46       42
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      172,325
COMMITMENTS
  64,268   52,312      385   52,687   83,939  117,340  136,636   54,985   35,689

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      8,133)
  -3,636    9,581     -326    9,347   -3,522    5,385    5,733    2,748    2,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     30.4      0.2     30.6     48.7     68.1     79.3     31.9     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      46       40        9       30       31       82       74
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,639
COMMITMENTS
  15,676    3,002        0    2,819   17,426   18,495   20,428    3,144    1,211

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:        533)
     967     -452        0     -657    1,230      310      778      223     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.4     13.9      0.0     13.0     80.5     85.5     94.4     14.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      15        5        0        7       12       22       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,432,416
COMMITMENTS
 1377655  464,970  837,209  4306897  5207707  6521761  6509886  910,655  922,530

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:    160,952)
 129,411  -25,551  -34,132   46,229  148,647  141,508   88,964   19,444   71,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      6.3     11.3     57.9     70.1     87.7     87.6     12.3     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      62       61       80      125      129      234      227
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      398,633
COMMITMENTS
  29,945   35,935      787  248,563  309,181  279,295  345,903  119,338   52,730

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      9,304)
   4,119   -1,649        0    3,909    2,529    8,028      880    1,276    8,424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      9.0      0.2     62.4     77.6     70.1     86.8     29.9     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      20       20        4       65       53       87       75
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,606,977
COMMITMENTS
 467,806  299,995   30,560  1890184  1907422  2388550  2237977  218,427  369,000

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:     46,143)
  -7,556  -42,301    6,287      615   83,850     -654   47,836   46,797   -1,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     11.5      1.2     72.5     73.2     91.6     85.8      8.4     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      443)
     102       92       31      161      163      277      272
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      110,859
COMMITMENTS
  18,494   12,241      722   77,869   95,253   97,085  108,216   13,774    2,643

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      4,938)
   2,927      839      369     -808    4,329    2,488    5,537    2,450     -599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     11.0      0.7     70.2     85.9     87.6     97.6     12.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      13       10        2       49       33       62       45
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       21,494
COMMITMENTS
   9,766      270        0    7,795   19,072   17,561   19,342    3,933    2,152

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      1,429)
   3,042        0        0   -2,635    1,327      407    1,327    1,022      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.4      1.3      0.0     36.3     88.7     81.7     90.0     18.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        1        0       14       20       20       21
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      329,448
COMMITMENTS
 104,270   80,530    1,399  198,256  227,875  303,925  309,804   25,523   19,644

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:     27,462)
  17,677    2,277   -2,841    8,609   26,534   23,445   25,970    4,017    1,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     24.4      0.4     60.2     69.2     92.3     94.0      7.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      69       40        7       55       80      127      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      124,030
COMMITMENTS
  60,635   13,747      107   30,030  100,283   90,772  114,137   33,258    9,893

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:     12,606)
   6,233    6,779       38    3,741    6,577   10,012   13,394    2,594     -788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.9     11.1      0.1     24.2     80.9     73.2     92.0     26.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      30        8        5       14       14       48       23
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       33,299
COMMITMENTS
   8,372    5,198        0   19,509   17,280   27,881   22,478    5,418   10,821

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      2,281)
  -1,355    1,414        0    3,724      314    2,369    1,728      -88      553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     15.6      0.0     58.6     51.9     83.7     67.5     16.3     32.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15       10        0       21       16       36       26
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       51,925
COMMITMENTS
   8,228   12,681    1,642   34,916   21,647   44,786   35,970    7,139   15,955

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      5,104)
    -537      -68     -633    6,558      200    5,388     -501     -284    5,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     24.4      3.2     67.2     41.7     86.3     69.3     13.7     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7       11        2       22       25       31       36
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       24,880
COMMITMENTS
   5,146        0       79   16,639   22,991   21,864   23,070    3,016    1,810

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:       -121)
    -413     -222      -44      667     -298      210     -564     -331      443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7      0.0      0.3     66.9     92.4     87.9     92.7     12.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      11        0        2       14       15       25       17
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       18,967
COMMITMENTS
   3,099    1,124        0   10,001   16,923   13,100   18,047    5,867      920

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:      1,215)
     793      644        0      151    1,052      944    1,696      271     -481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      5.9      0.0     52.7     89.2     69.1     95.1     30.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        2        0        9        9       16       11
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 11/17/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,062
COMMITMENTS
   5,579      282        0   11,725   18,339   17,304   18,621    1,758      441

CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST:       -973)
    -283     -211        0     -615     -578     -898     -789      -75     -184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3      1.5      0.0     61.5     96.2     90.8     97.7      9.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      13        2        0        7        2       20        4
 

Updated November 20, 2009