```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,740
COMMITMENTS
       0        0        0    4,226    4,115    4,226    4,115      514      625

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:         95)
       0        0        0       32       -4       32       -4       63       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     89.2     86.8     89.2     86.8     10.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       11       17       11
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       45,580
COMMITMENTS
     976    7,035   10,335   27,728   20,744   39,039   38,113    6,541    7,467

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      1,426)
    -956    1,515      407      949     -441      401    1,481    1,026      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     15.4     22.7     60.8     45.5     85.6     83.6     14.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      12       26       21       32       26       59       58
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      157,906
COMMITMENTS
  28,244   36,734   40,614   64,248   49,151  133,106  126,500   24,800   31,406

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     -8,654)
   1,418   -2,624  -11,414     -547    3,001  -10,543  -11,036    1,889    2,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     23.3     25.7     40.7     31.1     84.3     80.1     15.7     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      60       64       66       43       39      148      138
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      283,490
COMMITMENTS
  74,358   29,634   64,403  114,697  136,007  253,458  230,044   30,032   53,446

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     12,527)
   2,034   -2,963    3,182    3,512    7,905    8,728    8,124    3,799    4,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2     10.5     22.7     40.5     48.0     89.4     81.1     10.6     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
     109       60       89      102      144      254      263
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,154
COMMITMENTS
   3,300    2,471      530    2,630    3,650    6,460    6,651    1,694    1,503

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        283)
     218      764      -14       51     -346      256      403       28     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.5     30.3      6.5     32.3     44.8     79.2     81.6     20.8     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      27       20       10       17       22       48       48
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       30,779
COMMITMENTS
  11,224    1,900    6,043    7,119   10,720   24,385   18,663    6,394   12,116

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      1,615)
     377      -67      767      299      944    1,443    1,644      172      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.5      6.2     19.6     23.1     34.8     79.2     60.6     20.8     39.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      45       20       24       37       59       93       94
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       19,357
COMMITMENTS
   3,655      282        0   15,240   18,786   18,895   19,068      462      289

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        837)
    -161   -1,550        0    1,022    2,628      861    1,078      -24     -241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      1.5      0.0     78.7     97.1     97.6     98.5      2.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        2        0       11        9       17       11
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      105,001
COMMITMENTS
  40,588   24,731    9,811   16,766   52,198   67,166   86,740   37,835   18,260

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      6,587)
   8,600   -1,530    2,802   -6,193    4,343    5,209    5,615    1,378      972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.7     23.6      9.3     16.0     49.7     64.0     82.6     36.0     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      18       21       12       20       17       48       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,187
COMMITMENTS
  20,164    6,836    2,007    3,438   26,617   25,609   35,459   17,578    7,728

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      5,509)
   3,326      942     -154     -744    6,659    2,428    7,446    3,081   -1,938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.7     15.8      4.6      8.0     61.6     59.3     82.1     40.7     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      12       10        5        4        8       20       19
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       43,086
COMMITMENTS
  23,177   11,962       11   16,103   27,700   39,291   39,673    3,795    3,413

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     -2,815)
  -4,443   -2,044     -293    1,751      217   -2,985   -2,120      170     -695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.8     27.8      0.0     37.4     64.3     91.2     92.1      8.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      14       18        1       11       15       25       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      102,260
COMMITMENTS
  27,775   32,663    4,566   47,165   45,528   79,505   82,757   22,754   19,503

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      4,219)
   4,115   -2,978      225   -2,360    6,998    1,981    4,245    2,238      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2     31.9      4.5     46.1     44.5     77.7     80.9     22.3     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      25       23        8       11       16       40       43
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      119,679
COMMITMENTS
  52,704   16,858    4,970   32,791   81,208   90,466  103,037   29,214   16,643

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        133)
     443   -2,201     -404     -317    4,373     -278    1,768      411   -1,635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.0     14.1      4.2     27.4     67.9     75.6     86.1     24.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      29       21       11       20       20       53       48
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      163,695
COMMITMENTS
  65,686   30,364   13,365   30,007   84,492  109,058  128,220   54,637   35,475

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     30,721)
  21,918      829    2,255    1,367   26,184   25,540   29,268    5,181    1,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.1     18.5      8.2     18.3     51.6     66.6     78.3     33.4     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      44       44       33       26       34       90       91
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,987
COMMITMENTS
  16,959      776        0    2,591   20,097   19,550   20,873    2,437    1,114

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:       -102)
     969     -245        0   -1,451      152     -482      -93      380       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.1      3.5      0.0     11.8     91.4     88.9     94.9     11.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        6        0        5       10       14       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,163,205
COMMITMENTS
 943,956  223,207  4163303  5982299  6752906 11089558 11139417  1073646  1023788

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:    301,326)
    -188    3,256  183,838  122,841  111,778  306,491  298,873   -5,165    2,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      1.8     34.2     49.2     55.5     91.2     91.6      8.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      75       38       99      116      116      231      220
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      479,246
COMMITMENTS
  25,497   43,568   36,530  310,404  339,518  372,431  419,616  106,815   59,630

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     -5,703)
  -9,073      797     -178    6,487   -8,729   -2,764   -8,109   -2,939    2,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      9.1      7.6     64.8     70.8     77.7     87.6     22.3     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      22       27       31       81       68      125      105
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,540,249
COMMITMENTS
 466,709  387,047   76,290  1821541  1774658  2364540  2237996  175,709  302,253

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     -8,137)
  -6,904   23,498     -481   -8,861  -14,686  -16,246    8,331    8,109  -16,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     15.2      3.0     71.7     69.9     93.1     88.1      6.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      425)
      85      105       66      154      162      277      295
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      100,278
COMMITMENTS
  13,632   10,116      902   76,735   85,357   91,269   96,375    9,009    3,903

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:       -139)
   1,457     -877      644   -1,870     -230      231     -463     -370      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     10.1      0.9     76.5     85.1     91.0     96.1      9.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      11        9        1       47       30       59       39
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       19,818
COMMITMENTS
   3,136    4,721        0   12,504    8,655   15,640   13,376    4,178    6,442

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      1,975)
     633     -166        0    1,253      169    1,886        3       89    1,972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     23.8      0.0     63.1     43.7     78.9     67.5     21.1     32.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        5        0       13       15       15       20
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      287,233
COMMITMENTS
  74,774   65,984    7,163  172,158  193,679  254,095  266,826   33,139   20,407

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     25,994)
  11,412    7,918     -569    5,305   18,103   16,148   25,452    9,846      542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0     23.0      2.5     59.9     67.4     88.5     92.9     11.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      56       55       18       50       72      116      135
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      104,026
COMMITMENTS
  51,250   11,455    3,193   24,720   79,822   79,163   94,470   24,864    9,556

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     10,942)
   8,720   -4,453       88   -1,474   17,449    7,334   13,084    3,608   -2,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.3     11.0      3.1     23.8     76.7     76.1     90.8     23.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      26        9        7       13       14       42       27
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       29,425
COMMITMENTS
   8,937    7,771        0    8,349   15,880   17,286   23,651   12,139    5,774

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      2,630)
     520    2,368        0    1,428       66    1,948    2,434      682      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4     26.4      0.0     28.4     54.0     58.7     80.4     41.3     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12       11        0       13       18       25       29
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       39,804
COMMITMENTS
  10,370   11,466    1,331   20,401   17,102   32,102   29,899    7,702    9,905

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      6,046)
     950    1,200      921    5,118   -1,434    6,989      687     -943    5,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1     28.8      3.3     51.3     43.0     80.7     75.1     19.3     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      17       11        1       24       20       41       32
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       24,976
COMMITMENTS
   3,588    6,766      154   18,752   15,977   22,494   22,897    2,482    2,079

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:       -392)
   1,013      410      -30     -880   -1,359      103     -979     -495      587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     27.1      0.6     75.1     64.0     90.1     91.7      9.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        4        2       12       14       21       19
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,078
COMMITMENTS
   3,298      543        0   10,727   13,833   14,025   14,376    1,053      702

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     -2,680)
    -642     -183      -27   -1,377   -2,125   -2,046   -2,335     -634     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      3.6      0.0     71.1     91.7     93.0     95.3      7.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        3        0        8        4       16        7
```

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Updated July 24, 2009