BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,268
COMMITMENTS
      42       51      101    2,684    2,831    2,827    2,982      441      286

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:         49)
       0       38        1       63       11       64       50      -14       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      1.6      3.1     82.1     86.6     86.5     91.3     13.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       15       11       18       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       35,691
COMMITMENTS
   1,177    4,291    7,876   19,451   16,222   28,504   28,389    7,187    7,301

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      1,659)
     298      245      522      502      841    1,322    1,608      337       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     12.0     22.1     54.5     45.5     79.9     79.5     20.1     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      11       17       20       33       25       58       49
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      187,440
COMMITMENTS
  34,700   37,974   53,543   78,012   63,898  166,255  155,415   21,185   32,025

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      5,306)
   4,174   -4,703    4,382   -4,902    5,733    3,654    5,411    1,652     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     20.3     28.6     41.6     34.1     88.7     82.9     11.3     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      71       77       82       57       59      184      174
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      313,681
COMMITMENTS
  74,680   61,472   73,901  141,095  128,072  289,676  263,445   24,005   50,236

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      5,537)
     433      125    6,733     -663    2,006    6,503    8,864     -966   -3,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8     19.6     23.6     45.0     40.8     92.3     84.0      7.7     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
      99       99       88      111      148      254      302
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,456
COMMITMENTS
   3,983    4,674      975    2,978    2,513    7,937    8,163    2,519    2,294

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        -87)
     126      876     -573      145     -600     -302     -296      215      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1     44.7      9.3     28.5     24.0     75.9     78.1     24.1     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      28       24       11       16       19       46       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       30,249
COMMITMENTS
   9,580   10,093    4,017    8,556    5,180   22,153   19,290    8,096   10,959

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        356)
     337      534       14     -412     -326      -60      222      416      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7     33.4     13.3     28.3     17.1     73.2     63.8     26.8     36.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      35       35       25       44       34       91       84
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       19,223
COMMITMENTS
   7,108      537      196    9,415   18,117   16,719   18,850    2,504      373

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      2,052)
   1,533      167       32     -228    1,894    1,337    2,093      715      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.0      2.8      1.0     49.0     94.2     87.0     98.1     13.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        2        1        6       10       13       12
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      112,133
COMMITMENTS
  50,704    6,907    4,277   16,409   81,474   71,390   92,658   40,743   19,475

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:     13,459)
   8,895    1,011     -625    2,337   11,739   10,607   12,125    2,853    1,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.2      6.2      3.8     14.6     72.7     63.7     82.6     36.3     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      32       13       14       20       21       60       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       52,670
COMMITMENTS
  27,552    5,386      877    3,906   38,855   32,335   45,118   20,335    7,552

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:         45)
    -615      879     -788      635        1     -768       92      813      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.3     10.2      1.7      7.4     73.8     61.4     85.7     38.6     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      19        8        4        5       11       26       21
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       58,033
COMMITMENTS
  32,215   24,266      123   20,840   31,602   53,178   55,991    4,855    2,042

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:     -8,239)
   7,183  -21,319       -3  -16,873   13,692   -9,693   -7,630    1,454     -609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.5     41.8      0.2     35.9     54.5     91.6     96.5      8.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      31       20        2       13       14       44       36
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      122,199
COMMITMENTS
   9,692   75,062    2,701   89,814   13,107  102,208   90,871   19,992   31,328

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      2,075)
  -1,958      596   -2,437    6,669    1,239    2,274     -603     -199    2,678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     61.4      2.2     73.5     10.7     83.6     74.4     16.4     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      10       36        7       19       15       34       53
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      128,708
COMMITMENTS
  49,736   15,841    6,151   41,495   84,859   97,382  106,850   31,326   21,857

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:     -5,529)
 -12,738     -438   -2,796   12,993   -2,149   -2,542   -5,384   -2,987     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.6     12.3      4.8     32.2     65.9     75.7     83.0     24.3     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      32       24       16       19       17       60       48
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      185,656
COMMITMENTS
  79,567   32,906   12,978   33,324  101,892  125,868  147,776   59,788   37,881

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:     -8,852)
  -6,894    1,835   -2,824     -256  -10,142   -9,973  -11,130    1,121    2,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.9     17.7      7.0     17.9     54.9     67.8     79.6     32.2     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      55       38       28       28       34       99       84
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,376
COMMITMENTS
  19,432    1,802        0    1,528   21,707   20,960   23,509    3,416      867

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:       -475)
    -174      289        0     -662     -505     -836     -216      361     -259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    79.7      7.4      0.0      6.3     89.1     86.0     96.4     14.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      18        6        0        5       11       23       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,353,757
COMMITMENTS
 1217668  328,888  4341166  5866650  6826153 11425485 11496207  928,273  857,550

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:    117,497)
 -83,289       87   78,238  171,955   77,269  166,904  155,594  -49,406  -38,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      2.7     35.1     47.5     55.3     92.5     93.1      7.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      76       55      106      139      140      264      256
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      496,855
COMMITMENTS
  27,005   39,310   44,423  310,314  359,790  381,742  443,523  115,113   53,332

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      8,531)
   2,406   -4,044    4,683    6,113   11,235   13,202   11,873   -4,671   -3,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      7.9      8.9     62.5     72.4     76.8     89.3     23.2     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      25       33       40       81       61      134      106
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,515,898
COMMITMENTS
 435,700  289,399  120,685  1775319  1780375  2331704  2190459  184,194  325,439

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      6,120)
 -20,560   -3,055    1,073   21,331   14,537    1,844   12,555    4,277   -6,434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     11.5      4.8     70.6     70.8     92.7     87.1      7.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      442)
     101      101       79      157      169      299      308
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      106,397
COMMITMENTS
  18,633   10,173    1,610   72,376   90,795   92,619  102,578   13,778    3,819

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:     -5,446)
  -1,830      -12    1,406   -4,085   -7,061   -4,509   -5,667     -937      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5      9.6      1.5     68.0     85.3     87.1     96.4     12.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      12        7        1       44       29       56       37
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       19,743
COMMITMENTS
   7,114      565        0    8,433   12,137   15,547   12,702    4,196    7,041

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      1,201)
     671       62        0      217     -144      888      -82      313    1,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0      2.9      0.0     42.7     61.5     78.7     64.3     21.3     35.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        2        0       14       18       20       20
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      326,568
COMMITMENTS
  96,656   98,844    8,235  173,412  202,188  278,303  309,266   48,266   17,302

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:    -16,750)
 -27,705     -990     -931    3,440  -15,587  -25,196  -17,507    8,445      757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6     30.3      2.5     53.1     61.9     85.2     94.7     14.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      64       44       17       64       71      136      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      124,087
COMMITMENTS
  59,898    7,529    1,747   25,798  100,735   87,443  110,010   36,644   14,077

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      8,194)
   1,757     -371   -1,030    1,289    7,832    2,016    6,431    6,178    1,763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.3      6.1      1.4     20.8     81.2     70.5     88.7     29.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      26       10        7       11       15       42       27
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,032
COMMITMENTS
  11,489    3,143        0   12,277   18,563   23,766   21,706    6,266    8,326

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        765)
   1,125      859        0      512      208    1,637    1,067     -872     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.3     10.5      0.0     40.9     61.8     79.1     72.3     20.9     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      15        6        0       17       15       32       21
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       44,399
COMMITMENTS
   9,215   10,351    1,689   26,552   18,251   37,456   30,291    6,943   14,108

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      2,135)
     198     -346      556      410    4,140    1,164    4,350      971   -2,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     23.3      3.8     59.8     41.1     84.4     68.2     15.6     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6       12        1       23       19       30       31
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       23,835
COMMITMENTS
   4,739      392       78   15,914   21,549   20,731   22,019    3,104    1,816

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:     -1,083)
    -876     -195     -137      -40     -972   -1,053   -1,304      -30      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      1.6      0.3     66.8     90.4     87.0     92.4     13.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        1        2       13       15       21       18
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       17,737
COMMITMENTS
   3,135      752        0   10,101   15,855   13,236   16,607    4,501    1,130

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:        720)
     215      272        0      -87      436      128      708      592       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      4.2      0.0     56.9     89.4     74.6     93.6     25.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        2        0        7        7       14        9
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       19,097
COMMITMENTS
   4,110      845        0   13,212   17,729   17,322   18,574    1,775      523

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      1,262)
     498     -252        0      250    1,632      748    1,380      514     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      4.4      0.0     69.2     92.8     90.7     97.3      9.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      11        4        0        8        4       19        8
 

Updated October 16, 2009