MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641

FUTURES ONLY POSITIONS AS OF 01/05/10 |

--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,142
COMMITMENTS
2,123 5,805 582 16,797 12,944 19,502 19,331 4,640 4,811

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -3,029)

-491 366 -187 -2,153 -2,525 -2,831 -2,346 -198 -683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

8.8 24.0 2.4 69.6 53.6 80.8 80.1 19.2 19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)

11 19 14 25 21 44 47

LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 185,108
COMMITMENTS
53,484 25,375 28,659 79,112 101,887 161,255 155,921 23,853 29,187

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 9,930)

3,034 266 2,233 2,790 7,926 8,057 10,425 1,873 -495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

28.9 13.7 15.5 42.7 55.0 87.1 84.2 12.9 15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)

78 58 74 44 56 178 153

LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 258,975
COMMITMENTS
95,918 48,431 33,240 113,391 133,923 242,549 215,594 16,426 43,381

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -5,604)

 1,715 -7,903 1,255 -1,919 7,914 1,051 1,266 -6,655 -6,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

37.0 18.7 12.8 43.8 51.7 93.7 83.2 6.3 16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)

116 80 78 73 148 228 276

RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,589
COMMITMENTS
4,302 1,918 326 2,651 4,628 7,279 6,872 1,310 1,717

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -199)

17 110 -10 172 -327 179 -227 -378 28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

50.1 22.3 3.8 30.9 53.9 84.7 80.0 15.3 20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)

24 17 6 18 27 48 45

FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,612
COMMITMENTS
10,422 9,412 3,642 10,899 6,418 24,963 19,472 4,649 10,140

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -512)

721 -1,490 350 -335 696 736 -444 -1,248 -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

35.2 31.8 12.3 36.8 21.7 84.3 65.8 15.7 34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)

32 34 27 34 39 84 90

RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 18,346
COMMITMENTS
2,546 383 120 11,289 17,473 13,955 17,976 4,391 370

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 81)

-2 24 0 0 -110 -2 -86 83 167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

13.9 2.1 0.7 61.5 95.2 76.1 98.0 23.9 2.0

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 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 107,554
COMMITMENTS
51,736 11,540 100 13,715 80,381 65,551 92,021 42,003 15,533

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 6,397)

1,279 1,072 -14 649 4,305 1,914 5,363 4,483 1,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

48.1 10.7 0.1 12.8 74.7 60.9 85.6 39.1 14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)

24 12 3 17 23 43 36

SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 35,161
COMMITMENTS
12,488 15,268 0 11,260 9,355 23,748 24,623 11,413 10,538

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -2,872)

2,154 -2,117 0 -6,500 1,159 -4,346 -958 1,474 -1,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

35.5 43.4 0.0 32.0 26.6 67.5 70.0 32.5 30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)

13 11 0 8 8 21 19

MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 96,759
COMMITMENTS
69,341 7,354 245 21,314 87,103 90,900 94,702 5,859 2,057

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 39)

-1,051 1,595 -12 1,182 -778 119 805 -80 -766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

71.7 7.6 0.3 22.0 90.0 93.9 97.9 6.1 2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)

44 15 2 14 13 59 29

BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 92,891
COMMITMENTS
18,031 51,595 44 60,287 14,463 78,362 66,102 14,529 26,789

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 8,099)

-449 3,640 -6 11,500 735 11,045 4,369 -2,946 3,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

19.4 55.5 0.0 64.9 15.6 84.4 71.2 15.6 28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)

15 30 3 16 14 33 45

JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 104,231
COMMITMENTS
20,634 37,445 41 68,983 41,659 89,658 79,145 14,573 25,086

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 9,014)

691 2,599 41 9,482 3,943 10,214 6,583 -1,200 2,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

19.8 35.9 0.0 66.2 40.0 86.0 75.9 14.0 24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)

 21 32 2 14 18 37 50

EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 156,155
COMMITMENTS
37,229 73,017 868 75,603 46,052 113,700 119,937 42,455 36,218

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 12,003)

3,097 5,088 -31 8,692 4,691 11,758 9,748 245 2,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

23.8 46.8 0.6 48.4 29.5 72.8 76.8 27.2 23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)

39 51 14 29 24 77 80

NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,053
COMMITMENTS
18,106 5,133 0 1,457 16,490 19,563 21,623 3,490 1,430

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 4,160)

4,234 66 0 -571 3,886 3,663 3,952 497 208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

78.5 22.3 0.0 6.3 71.5 84.9 93.8 15.1 6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)

12 6 0 5 10 17 16

3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 6,509,938
COMMITMENTS
746,298 422,126 780,607 4200240 4464752 5727145 5667485 782,793 842,453

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 153,386)

14,968 -46,431 63,876 50,744 126,188 129,588 143,633 23,798 9,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 6.5 12.0 64.5 68.6 88.0 87.1 12.0 12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)

51 50 82 123 120 224 213

S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 325,445
COMMITMENTS
28,278 25,901 178 207,365 258,610 235,821 284,689 89,624 40,756

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 1,288)

-3,314 2,173 55 2,828 -5,179 -431 -2,951 1,719 4,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

8.7 8.0 0.1 63.7 79.5 72.5 87.5 27.5 12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)

17 14 2 67 55 85 70

E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,406,829
COMMITMENTS
379,409 286,336 22,713 1812522 1859405 2214644 2168454 192,185 238,375

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 6,202)

3,080 -29,482 13,773 -19,021 20,175 -2,168 4,466 8,370 1,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

15.8 11.9 0.9 75.3 77.3 92.0 90.1 8.0 9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)

92 79 29 144 160 249 255

E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 103,017
COMMITMENTS
10,730 9,916 0 78,638 87,003 89,368 96,919 13,649 6,098

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 436)

-65 -509 0 -829 716 -894 207 1,330 229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

10.4 9.6 0.0 76.3 84.5 86.8 94.1 13.2 5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)

12 4 0 42 32 54 36

NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 12,646
COMMITMENTS
5,171 0 0 3,852 9,834 9,023 9,834 3,623 2,812

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 2,256)

2,012 -218 0 -2 1,784 2,010 1,566 246 690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

40.9 0.0 0.0 30.5 77.8 71.4 77.8 28.6 22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)

5 0 0 9 12 14 12

NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 309,733
COMMITMENTS
127,705 73,863 3,520 150,145 218,219 281,370 295,602 28,363 14,131

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 14,996)

4,143 -23 -130 8,909 16,051 12,922 15,898 2,074 -902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

41.2 23.8 1.1 48.5 70.5 90.8 95.4 9.2 4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)

71 40 11 56 75 132 121

AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
 NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 108,728
COMMITMENTS
62,114 15,006 41 20,892 83,608 83,047 98,655 25,681 10,073

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 10,263)

8,511 -2,066 -146 431 12,314 8,796 10,102 1,467 161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

57.1 13.8 0.0 19.2 76.9 76.4 90.7 23.6 9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)

28 12 4 10 17 40 31

NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,093
COMMITMENTS
12,211 10,267 0 17,351 11,259 29,562 21,526 6,531 14,567

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 11,293)

4,537 4,765 0 5,771 2,688 10,308 7,453 985 3,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

33.8 28.4 0.0 48.1 31.2 81.9 59.6 18.1 40.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)

13 12 0 13 16 26 28

NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 29,857
COMMITMENTS
10,161 5,651 711 12,396 17,873 23,268 24,235 6,589 5,622

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 2,825)

6,485 -144 -96 708 2,836 7,097 2,596 -4,272 229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

34.0 18.9 2.4 41.5 59.9 77.9 81.2 22.1 18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)

14 9 2 17 24 32 34
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 26,327
COMMITMENTS
4,246 0 40 19,392 24,787 23,678 24,827 2,649 1,500

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -696)

259 -278 0 -1,221 -675 -962 -953 266 257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

16.1 0.0 0.2 73.7 94.2 89.9 94.3 10.1 5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)

9 0 1 15 18 24 19

E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 19,751
COMMITMENTS
3,790 920 0 9,580 17,712 13,370 18,632 6,381 1,119

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 1,519)

1,646 -239 0 263 2,224 1,909 1,985 -390 -466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

19.2 4.7 0.0 48.5 89.7 67.7 94.3 32.3 5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)

7 2 0 9 8 16 10

S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741

FUTURES ONLY POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,102
COMMITMENTS
5,382 526 53 11,522 18,079 16,957 18,658 2,145 444

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 772)

849 186 53 -286 554 616 793 156 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 2.8 0.3 60.3 94.6 88.8 97.7 11.2 2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)

11 4 2 8 2 20 7

Updated January 8, 2010