MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       28,967
COMMITMENTS
   1,814    7,245    1,227   21,611   15,479   24,652   23,951    4,315    5,016

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      1,555)
    -339      769      402    1,865      462    1,928    1,633     -373      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     25.0      4.2     74.6     53.4     85.1     82.7     14.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      11       21       16       27       23       47       51
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      197,396
COMMITMENTS
  56,759   25,582   28,964   87,949  112,173  173,672  166,719   23,724   30,677

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     -2,271)
  -1,787   -1,151    1,001     -138   -2,275     -924   -2,425   -1,347      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     13.0     14.7     44.6     56.8     88.0     84.5     12.0     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      83       56       74       43       55      172      156
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      284,138
COMMITMENTS
 107,097   35,290   38,661  115,734  151,709  261,492  225,660   22,646   58,478

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      5,571)
     476   -3,676    4,542      808    4,318    5,826    5,184     -255      387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     12.4     13.6     40.7     53.4     92.0     79.4      8.0     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
     119       73       84       67      172      231      299
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,497
COMMITMENTS
   4,061    1,408    1,575    2,943    6,004    8,579    8,987    1,918    1,510

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        437)
     -25     -239      323      104      190      402      274       35      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7     13.4     15.0     28.0     57.2     81.7     85.6     18.3     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      30       16       12       15       30       53       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       34,630
COMMITMENTS
  13,206    6,629    5,180   10,963    9,785   29,349   21,594    5,281   13,036

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      2,982)
   1,349     -932    1,626     -147    1,010    2,828    1,704      154    1,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1     19.1     15.0     31.7     28.3     84.8     62.4     15.2     37.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      32       41       34       31       48       91      101
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       17,936
COMMITMENTS
   2,785      209       30   10,561   17,455   13,376   17,694    4,560      242

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        759)
    -272      209      -30      836      541      534      720      225       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      1.2      0.2     58.9     97.3     74.6     98.7     25.4      1.3

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 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       91,375
COMMITMENTS
  35,659    9,850       10   17,315   65,469   52,984   75,329   38,391   16,046

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:    -28,896)
 -22,389   -1,395      -31     -492  -26,036  -22,912  -27,462   -5,984   -1,434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     10.8      0.0     18.9     71.6     58.0     82.4     42.0     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      27       16        1       18       26       46       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       34,075
COMMITMENTS
  12,421    6,716        5   10,407   14,719   22,833   21,440   11,242   12,635

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     -3,669)
  -4,860    3,406     -171    4,707  -10,634     -324   -7,399   -3,345    3,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     19.7      0.0     30.5     43.2     67.0     62.9     33.0     37.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      14        7        1        7        8       21       16
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       97,398
COMMITMENTS
  67,133    8,994      218   23,785   86,156   91,136   95,368    6,262    2,030

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:    -14,984)
 -19,957    1,151      -10    6,780  -16,372  -13,187  -15,231   -1,797      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.9      9.2      0.2     24.4     88.5     93.6     97.9      6.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      48       14        2       17       19       66       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       86,475
COMMITMENTS
  15,075   42,228      199   54,925   21,890   70,199   64,317   16,276   22,158

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      3,138)
  -6,124      858     -220   12,943    4,426    6,599    5,064   -3,461   -1,926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     48.8      0.2     63.5     25.3     81.2     74.4     18.8     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      13       30        6       14       20       32       51
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      119,819
COMMITMENTS
  28,821   33,168      379   67,644   59,405   96,844   92,952   22,975   26,867

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     -2,548)
   5,103   -7,646      -28  -12,649    8,227   -7,574      553    5,026   -3,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     27.7      0.3     56.5     49.6     80.8     77.6     19.2     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      23       28        5       15       23       41       53
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      184,978
COMMITMENTS
  33,106   72,645      652  107,572   66,224  141,330  139,521   43,648   45,457

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     20,477)
  -1,080   13,177   -1,120   27,079    6,452   24,879   18,509   -4,402    1,968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     39.3      0.4     58.2     35.8     76.4     75.4     23.6     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      37       49       10       29       32       73       84
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,440
COMMITMENTS
  16,005    7,534        0    2,762   12,630   18,767   20,164    2,673    1,276

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     -5,477)
  -6,392    1,493        0    1,544   -7,034   -4,848   -5,541     -629       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.7     35.1      0.0     12.9     58.9     87.5     94.0     12.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        9        0        6        9       18       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,343,987
COMMITMENTS
 1361338  403,701  859,102  4291882  5180315  6512322  6443118  831,665  900,869

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:    369,587)
 132,055   37,778   19,417  198,726  319,757  350,198  376,952   19,389   -7,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      5.5     11.7     58.4     70.5     88.7     87.7     11.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      63       53       86      124      118      236      219
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      343,098
COMMITMENTS
  25,737   49,004      877  229,561  254,473  256,175  304,354   86,923   38,744

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     10,251)
     486   15,541      757   13,540   -7,209   14,783    9,089   -4,532    1,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     14.3      0.3     66.9     74.2     74.7     88.7     25.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      19       16        7       71       58       92       79
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,633,024
COMMITMENTS
 501,352  409,006   28,886  1889805  1926274  2420043  2364166  212,981  268,858

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:    153,479)
 105,330   62,286   14,146   11,003   79,368  130,479  155,800   23,000   -2,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     15.5      1.1     71.8     73.2     91.9     89.8      8.1     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
      98       92       37      152      162      265      277
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      101,537
COMMITMENTS
  11,351    8,852        0   80,275   89,934   91,626   98,786    9,911    2,751

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      3,331)
   2,180     -847        0    1,437    4,141    3,617    3,294     -286       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      8.7      0.0     79.1     88.6     90.2     97.3      9.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      11        3        0       45       30       56       33
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       15,486
COMMITMENTS
   1,260      661      625    9,594   11,625   11,479   12,911    4,007    2,575

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:       -183)
  -4,400      456        0    4,402     -440        2       16     -185     -199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      4.3      4.0     62.0     75.1     74.1     83.4     25.9     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        1       14       11       17       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      361,261
COMMITMENTS
 114,778   83,932    7,936  214,093  253,368  336,807  345,236   24,454   16,025

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     20,849)
 -24,268   -6,443    2,628   46,825   23,748   25,185   19,933   -4,336      916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     23.2      2.2     59.3     70.1     93.2     95.6      6.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      69       43        8       63       66      136      113
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      112,867
COMMITMENTS
  61,097   15,779    1,496   23,947   84,010   86,540  101,285   26,327   11,582

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:    -20,219)
 -16,234    1,299      747     -282  -23,528  -15,769  -21,482   -4,450    1,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.1     14.0      1.3     21.2     74.4     76.7     89.7     23.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      27       13        2       10       17       37       32
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       41,754
COMMITMENTS
  15,376   13,223        0   20,772   15,295   36,148   28,518    5,606   13,236

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      1,627)
     691   -1,921        0    1,759    3,528    2,450    1,607     -823       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8     31.7      0.0     49.7     36.6     86.6     68.3     13.4     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      18        9        0       21       18       39       27
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       42,850
COMMITMENTS
  15,390    5,659    1,877   17,305   31,856   34,572   39,392    8,278    3,458

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      6,609)
   2,156   -2,373    1,389      303   10,209    3,848    9,225    2,761   -2,616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     13.2      4.4     40.4     74.3     80.7     91.9     19.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      16        9        2       18       29       35       39
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       28,336
COMMITMENTS
   5,442        0       40   20,478   27,034   25,960   27,074    2,376    1,262

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        668)
    -484     -347        0      883    1,215      399      868      269     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2      0.0      0.1     72.3     95.4     91.6     95.5      8.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11        0        1       16       18       27       19
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       19,859
COMMITMENTS
   3,772      920       40    9,972   17,620   13,784   18,580    6,075    1,279

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:       -230)
    -278     -237        0      380      -54      102     -291     -332       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      4.6      0.2     50.2     88.7     69.4     93.6     30.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        2        1       11        7       19       10
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 01/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       17,376
COMMITMENTS
   4,123      318       21   11,025   16,551   15,169   16,890    2,207      486

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     -1,774)
    -839        3        6     -405   -1,832   -1,238   -1,823     -536       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7      1.8      0.1     63.4     95.3     87.3     97.2     12.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        3        2        7        1       18        5
 

Updated January 29, 2010