MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,868
COMMITMENTS
   2,655    5,164      724   17,667   14,831   21,046   20,719    4,822    5,149

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      1,060)
     804     -418       37      478      745    1,319      364     -259      696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     20.0      2.8     68.3     57.3     81.4     80.1     18.6     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      13       16       16       29       24       50       49
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      170,491
COMMITMENTS
  49,457   24,292   24,757   75,490   93,338  149,704  142,387   20,787   28,104

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:       -664)
   1,012      561   -1,092      724    1,225      644      694   -1,308   -1,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     14.2     14.5     44.3     54.7     87.8     83.5     12.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      71       59       65       41       55      162      147
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      259,625
COMMITMENTS
  91,045   58,526   28,879  116,662  124,078  236,586  211,483   23,039   48,142

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:       -983)
    -743   -6,895      740      327    4,637      324   -1,518   -1,307      535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1     22.5     11.1     44.9     47.8     91.1     81.5      8.9     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     103       89       73       70      142      210      276
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,793
COMMITMENTS
   4,314    1,534      419    2,466    5,420    7,199    7,373    1,594    1,420

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:       -622)
    -180      243     -380       56     -303     -504     -440     -118     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.1     17.4      4.8     28.0     61.6     81.9     83.9     18.1     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      28       19        8       17       34       51       56
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       30,267
COMMITMENTS
   9,704   11,749    3,260   11,166    5,400   24,130   20,409    6,137    9,858

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:       -372)
  -1,052     -989      354      722      382       24     -253     -396     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     38.8     10.8     36.9     17.8     79.7     67.4     20.3     32.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      31       35       29       36       35       85       88
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       19,028
COMMITMENTS
   2,548      335      120   11,959   18,282   14,627   18,737    4,401      291

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -4,030)
      59     -560     -111   -3,882   -3,259   -3,934   -3,930      -96     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      1.8      0.6     62.8     96.1     76.9     98.5     23.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        1        1        8       11       14       13
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       79,423
COMMITMENTS
  31,381    8,680      136   13,443   55,997   44,960   64,813   34,463   14,610

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:    -30,472)
   2,016    4,940   -5,712  -23,550  -24,285  -27,246  -25,057   -3,226   -5,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     10.9      0.2     16.9     70.5     56.6     81.6     43.4     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      18       13        2       14       22       33       36
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       34,198
COMMITMENTS
   9,084   13,652        0   13,697    8,888   22,781   22,540   11,417   11,658

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        607)
  -2,221    2,808     -430    5,780   -2,920    3,129     -542   -2,522    1,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     39.9      0.0     40.1     26.0     66.6     65.9     33.4     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      10       11        0        7        8       17       19
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      103,531
COMMITMENTS
  78,578    5,580    1,112   17,816   95,073   97,506  101,765    6,025    1,766

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:    -11,465)
 -19,153     -589      871    7,276  -11,946  -11,006  -11,664     -459      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.9      5.4      1.1     17.2     91.8     94.2     98.3      5.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      47       13        3       13       16       61       31
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       74,083
COMMITMENTS
  13,551   38,128       50   43,857   15,317   57,458   53,495   16,625   20,588

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      1,906)
    -259      874       36    2,441    1,200    2,218    2,110     -312     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     51.5      0.1     59.2     20.7     77.6     72.2     22.4     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      15       24        4       13       16       30       42
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:       93,224
COMMITMENTS
  29,477   30,488        0   46,118   41,644   75,595   72,132   17,629   21,092

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      4,786)
  -4,333    5,050        0   11,453   -2,346    7,120    2,704   -2,334    2,082

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     32.7      0.0     49.5     44.7     81.1     77.4     18.9     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      19       29        0       12       15       31       44
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      134,600
COMMITMENTS
  40,925   55,252      462   45,292   46,838   86,679  102,552   47,921   32,048

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      2,583)
  -2,062   -4,183     -209    5,623    6,110    3,352    1,718     -769      865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     41.0      0.3     33.6     34.8     64.4     76.2     35.6     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      38       48       11       24       25       69       77
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       19,372
COMMITMENTS
  15,164    5,418        0    1,705   12,386   16,869   17,804    2,503    1,568

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        725)
     929      635        0      107      162    1,036      797     -311      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.3     28.0      0.0      8.8     63.9     87.1     91.9     12.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        7        0        5        7       14       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    6,519,423
COMMITMENTS
 877,153  446,296  743,952  4121706  4514224  5742811  5704472  776,612  814,951

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     29,601)
  41,151   69,277  -46,065  117,498   55,984  112,584   79,196  -82,983  -49,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      6.8     11.4     63.2     69.2     88.1     87.5     11.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      55       48       81      123      117      225      210
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      319,530
COMMITMENTS
  23,182   23,676      104  207,062  258,469  230,348  282,249   89,182   37,281

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:   -138,739)
  -4,115  -15,334   -3,883  -56,962  -89,382  -64,960 -108,599  -73,779  -30,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      7.4      0.0     64.8     80.9     72.1     88.3     27.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      13       15        1       64       58       77       74
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,375,469
COMMITMENTS
 377,440  304,897    7,040  1801931  1822904  2186411  2134841  189,058  240,628

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -1,003,514)
-154,996  -26,824  -54,267 -740,039 -638,331 -949,302 -719,422  -54,212 -284,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     12.8      0.3     75.9     76.7     92.0     89.9      8.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      402)
      83       80       18      141      159      230      251
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      103,015
COMMITMENTS
  14,784   10,441       63   75,730   86,440   90,577   96,944   12,438    6,071

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:    -17,008)
  -5,137     -574       -1  -14,187  -16,664  -19,325  -17,239    2,317      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     10.1      0.1     73.5     83.9     87.9     94.1     12.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      13        6        1       45       29       58       36
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:        9,800
COMMITMENTS
   2,518      710        0    3,852    6,717    6,370    7,427    3,430    2,373

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:    -18,008)
  -7,882      140     -220   -6,599  -16,911  -14,701  -16,991   -3,307   -1,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7      7.2      0.0     39.3     68.5     65.0     75.8     35.0     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        0        9       11       13       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      274,954
COMMITMENTS
 111,341   71,614    3,700  134,397  183,128  249,438  258,442   25,516   16,512

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:   -168,561)
   2,871  -33,222  -12,259 -157,023 -112,214 -166,411 -157,695   -2,150  -10,866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5     26.0      1.3     48.9     66.6     90.7     94.0      9.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      62       44        7       50       68      114      117
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       94,188
COMMITMENTS
  48,769   16,344      161   21,197   67,630   70,127   84,135   24,061   10,053

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -7,718)
  -5,988    2,570       11   -1,403   -9,401   -7,380   -6,820     -338     -898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8     17.4      0.2     22.5     71.8     74.5     89.3     25.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      24       13        4       13       15       40       29
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       24,375
COMMITMENTS
   7,646    5,021        0   11,173    8,417   18,819   13,438    5,556   10,937

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -1,473)
  -1,917   -1,804        0      582     -279   -1,335   -2,083     -138      610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     20.6      0.0     45.8     34.5     77.2     55.1     22.8     44.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11        9        0       13       11       24       20
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       25,361
COMMITMENTS
   4,351    5,945      725   11,719   13,083   16,795   19,753    8,566    5,608

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        614)
  -2,666     -241      342    1,018    2,763   -1,306    2,864    1,920   -2,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     23.4      2.9     46.2     51.6     66.2     77.9     33.8     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       10        2       14       18       22       28
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       26,072
COMMITMENTS
   3,795      393       40   20,005   24,413   23,840   24,846    2,232    1,226

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -1,122)
    -307      393      -35      493     -643      151     -285   -1,273     -837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      1.5      0.2     76.7     93.6     91.4     95.3      8.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        1        1       17       18       25       20
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       17,322
COMMITMENTS
   1,918      718        0    8,922   15,000   10,840   15,718    6,482    1,604

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -4,547)
  -1,247   -1,061        0   -2,712   -3,424   -3,959   -4,485     -588      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      4.1      0.0     51.5     86.6     62.6     90.7     37.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        2        0        9        6       14        8
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 12/22/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       17,721
COMMITMENTS
   3,914      633        0   11,815   16,488   15,729   17,121    1,992      600

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -1,814)
    -985       75      -79     -478   -1,752   -1,542   -1,756     -272      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1      3.6      0.0     66.7     93.0     88.8     96.6     11.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        4        0        7        1       15        5
 

Updated December 28, 2009