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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,761
COMMITMENTS
      96        0       22    2,764    3,386    2,882    3,408      879      353

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:         12)
       0        0        0       19        3       19        3       -7        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      0.6     73.5     90.0     76.6     90.6     23.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       13        7       15        8
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       27,799
COMMITMENTS
     686    6,661      517   22,536   15,951   23,739   23,129    4,060    4,670

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      1,039)
     121      163      128      728    1,335      977    1,626       62     -587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     24.0      1.9     81.1     57.4     85.4     83.2     14.6     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7       15       12       29       25       47       42
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      199,120
COMMITMENTS
  50,216   30,653   43,412   87,045   95,060  180,673  169,125   18,447   29,995

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      9,526)
   4,164   -2,612    7,347     -417    5,711   11,094   10,446   -1,568     -920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     15.4     21.8     43.7     47.7     90.7     84.9      9.3     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      85       68       83       43       64      175      185
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      323,008
COMMITMENTS
 118,136   55,938   44,055  130,786  162,626  292,977  262,619   30,031   60,389

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      8,298)
   5,153   -2,490    3,964     -679    7,801    8,438    9,275     -140     -977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     17.3     13.6     40.5     50.3     90.7     81.3      9.3     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     124       69       94       74      166      254      293
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,312
COMMITMENTS
   3,559    3,479      654    2,504    2,449    6,717    6,582    1,595    1,730

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:       -192)
    -116     -110       59      -58     -221     -115     -272      -77       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8     41.9      7.9     30.1     29.5     80.8     79.2     19.2     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      18       27        9       13       16       39       46
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       37,244
COMMITMENTS
  16,046    7,172    3,020   11,156    9,440   30,222   19,632    7,022   17,612

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -1,602)
     -43       70     -164   -1,282     -659   -1,489     -753     -113     -849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1     19.3      8.1     30.0     25.3     81.1     52.7     18.9     47.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      45       23       26       36       53       93       95
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       30,541
COMMITMENTS
   6,210      120      602   18,490   29,726   25,302   30,448    5,239       93

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      1,016)
   1,423     -842        0     -374    1,991    1,049    1,149      -33     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3      0.4      2.0     60.5     97.3     82.8     99.7     17.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        2        1       11       10       17       12
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       83,317
COMMITMENTS
  23,739    7,315       24   21,328   60,385   45,091   67,724   38,226   15,593

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -4,077)
  -4,213    1,401        3   -1,947   -5,656   -6,157   -4,252    2,080      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      8.8      0.0     25.6     72.5     54.1     81.3     45.9     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      17       12        3       21       21       40       34
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       54,918
COMMITMENTS
  19,977    4,864        3   20,185   41,191   40,165   46,058   14,753    8,860

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      1,862)
   1,740    1,217        3     -401    1,287    1,342    2,507      520     -645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4      8.9      0.0     36.8     75.0     73.1     83.9     26.9     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      17        5        1        9       13       26       19
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       72,072
COMMITMENTS
  43,551    7,665        0   23,813   62,872   67,364   70,537    4,708    1,535

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      7,857)
   6,721   -1,030       -1      949    9,033    7,669    8,002      188     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.4     10.6      0.0     33.0     87.2     93.5     97.9      6.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      29       15        0       18       19       47       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      124,904
COMMITMENTS
  16,448   43,215      581   92,451   58,754  109,480  102,550   15,424   22,354

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -6,776)
     947   -6,957      151   -6,184    6,742   -5,086      -64   -1,690   -6,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     34.6      0.5     74.0     47.0     87.7     82.1     12.3     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      17       31        6       18       29       39       62
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      127,658
COMMITMENTS
  54,733   13,822      123   43,093   90,752   97,949  104,697   29,709   22,961

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -6,007)
  -8,472   -2,024       71      682   -4,192   -7,719   -6,145    1,712      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     10.8      0.1     33.8     71.1     76.7     82.0     23.3     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      34       22        5       21       31       58       55
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      230,118
COMMITMENTS
  55,008   79,259    1,990  130,879   97,825  187,877  179,074   42,241   51,044

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      4,415)
  -1,179   -3,978    1,027    7,344    9,184    7,192    6,233   -2,777   -1,818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     34.4      0.9     56.9     42.5     81.6     77.8     18.4     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      47       48       22       33       41       87      104
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       18,631
COMMITMENTS
  14,523    5,550        0    1,511   11,887   16,034   17,437    2,597    1,194

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      1,833)
   1,840   -1,681        0     -229    3,784    1,611    2,103      222     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.0     29.8      0.0      8.1     63.8     86.1     93.6     13.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13       10        0        4       12       17       22
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,729,322
COMMITMENTS
 1265874  588,719  875,774  4766542  5361040  6908190  6825533  821,132  903,789

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     81,209)
 -68,308  -30,674   17,490  153,757   82,583  102,939   69,399  -21,730   11,810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      7.6     11.3     61.7     69.4     89.4     88.3     10.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      56       57       76      131      135      238      225
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      870,890
COMMITMENTS
  66,009   95,334   30,477  633,554  619,374  730,040  745,185  140,850  125,705

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -4,006)
   2,166   -3,204    4,006   -2,744   10,039    3,428   10,842   -7,434  -14,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     10.9      3.5     72.7     71.1     83.8     85.6     16.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      515)
      80      103       48      203      222      312      344
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      307,963
COMMITMENTS
  18,554   49,541    1,156  214,853  186,062  234,563  236,759   73,400   71,204

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -4,394)
  -4,487    6,113      127   -2,308    2,882   -6,668    9,122    2,274  -13,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     16.1      0.4     69.8     60.4     76.2     76.9     23.8     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      12       21        8       62       56       80       79
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,814,633
COMMITMENTS
 354,454  346,145   29,426  2093505  2166559  2477385  2542130  337,248  272,503

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      1,940)
  44,613  -35,238    8,049   -2,181   35,787   50,481    8,598  -48,541   -6,658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     12.3      1.0     74.4     77.0     88.0     90.3     12.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      474)
      76       95       38      169      205      268      315
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       84,446
COMMITMENTS
   8,228    7,854      569   65,416   71,815   74,213   80,238   10,233    4,208

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      1,283)
   1,112      261     -157      575      267    1,530      371     -247      912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      9.3      0.7     77.5     85.0     87.9     95.0     12.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
       9        3        2       45       35       54       40
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       76,812
COMMITMENTS
  12,255   13,721    1,498   53,057   53,845   66,810   69,064   10,003    7,748

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        512)
     533   -5,521      395      386    5,349    1,314      223     -802      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     17.9      1.9     69.1     70.1     87.0     89.9     13.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      50       38       13       60       82      114      130
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       13,807
COMMITMENTS
       0    3,444        0    7,741    8,991    7,741   12,435    6,066    1,372

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        710)
       0    1,686        0    1,202   -1,255    1,202      431     -492      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     24.9      0.0     56.1     65.1     56.1     90.1     43.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        0       11        9       11       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      315,026
COMMITMENTS
  65,093   55,207    3,669  226,581  224,268  295,343  283,144   19,683   31,882

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:       -990)
   3,168  -35,530    1,471   -4,079   33,019      560   -1,040   -1,550       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     17.5      1.2     71.9     71.2     93.8     89.9      6.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      52       37       11       56       78      110      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       80,302
COMMITMENTS
  45,253   12,367      161   11,829   50,979   57,243   63,507   23,059   16,795

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     11,820)
  10,044      638       -2      224   10,762   10,266   11,398    1,554      422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.4     15.4      0.2     14.7     63.5     71.3     79.1     28.7     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      23       11        3       10       21       35       33
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       29,643
COMMITMENTS
   9,279    4,862        8   12,741   10,221   22,028   15,091    7,615   14,552

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -3,103)
  -2,430      404        0     -677   -1,562   -3,107   -1,158        4   -1,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     16.4      0.0     43.0     34.5     74.3     50.9     25.7     49.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12       10        1       15       12       27       23
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       45,526
COMMITMENTS
   4,051    8,115      873   34,026   21,986   38,950   30,974    6,576   14,552

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:       -329)
    -397   -2,862     -443    1,363    2,811      523     -494     -852      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     17.8      1.9     74.7     48.3     85.6     68.0     14.4     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6       14        2       18       24       26       38
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       35,944
COMMITMENTS
   6,017        0      300   26,175   33,682   32,492   33,982    3,452    1,962

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      1,683)
     876        0       -1      386    2,199    1,261    2,198      422     -515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      0.0      0.8     72.8     93.7     90.4     94.5      9.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        0        1       20       24       27       25
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       26,710
COMMITMENTS
   5,830      643        0   15,491   23,947   21,321   24,590    5,389    2,120

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        349)
     124      408        0      114     -401      238        7      111      342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      2.4      0.0     58.0     89.7     79.8     92.1     20.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10        2        0       16       16       26       18
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       16,223
COMMITMENTS
   4,145    4,242        0   11,052   10,989   15,197   15,231    1,026      992

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:       -900)
   1,297     -977        0    1,145      655    2,442     -322   -3,342     -578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     26.1      0.0     68.1     67.7     93.7     93.9      6.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        8        0        9        1       18        9
```

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Updated July 23, 2010