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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,968
COMMITMENTS
   1,049    3,699      401   20,278   17,232   21,728   21,332    4,240    4,636

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:        578)
      24     -539       81      399      769      504      311       74      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     14.2      1.5     78.1     66.4     83.7     82.1     16.3     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6       14       11       27       26       43       41
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      201,046
COMMITMENTS
  56,633   32,033   37,186   86,537   98,569  180,356  167,788   20,690   33,258

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:    -11,593)
  -5,003     -797   -1,587   -2,895   -6,445   -9,485   -8,829   -2,108   -2,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     15.9     18.5     43.0     49.0     89.7     83.5     10.3     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      86       66       74       33       53      166      160
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      337,600
COMMITMENTS
 131,790   45,140   52,793  125,337  176,769  309,920  274,702   27,680   62,898

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:       -962)
   1,136      215      914      613      816    2,663    1,945   -3,625   -2,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     13.4     15.6     37.1     52.4     91.8     81.4      8.2     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
     145       63       87       73      170      267      287
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,841
COMMITMENTS
   3,655    4,479    1,123    3,099    2,486    7,877    8,088    1,964    1,753

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:       -208)
     -78      326     -195      212     -291      -61     -160     -147      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     45.5     11.4     31.5     25.3     80.0     82.2     20.0     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      21       30       16       18       19       54       55
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,276
COMMITMENTS
  11,839    6,739    3,354   10,865    6,500   26,058   16,593    6,218   15,683

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     -1,421)
    -298     -286        0     -300       36     -598     -250     -823   -1,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     20.9     10.4     33.7     20.1     80.7     51.4     19.3     48.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      40       22       32       39       46       98       88
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       34,736
COMMITMENTS
   8,500       20      602   19,617   33,978   28,719   34,600    6,017      136

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:        417)
  -1,254        0        0      910      398     -344      398      761       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5      0.1      1.7     56.5     97.8     82.7     99.6     17.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        1        1       11       10       17       11
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       94,908
COMMITMENTS
  34,446    4,932    1,000   22,906   73,403   58,352   79,335   36,556   15,573

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:    -10,635)
 -12,170     -505      326    6,641  -12,078   -5,203  -12,257   -5,432    1,622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3      5.2      1.1     24.1     77.3     61.5     83.6     38.5     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      29        6        6       20       17       52       26
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       54,560
COMMITMENTS
  18,041    6,291        9   20,828   38,120   38,878   44,420   15,682   10,140

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      1,994)
   1,266      417        2   -1,343    1,976      -75    2,395    2,069     -401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     11.5      0.0     38.2     69.9     71.3     81.4     28.7     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      14        7        2        9       15       24       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      111,732
COMMITMENTS
  81,187   10,634        0   24,351   99,452  105,538  110,086    6,194    1,646

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      1,451)
     563    2,379     -234      653   -1,285      982      860      469      591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.7      9.5      0.0     21.8     89.0     94.5     98.5      5.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      44       14        0       18       20       62       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      141,441
COMMITMENTS
  31,467   35,898      162   83,970   82,482  115,599  118,542   25,842   22,899

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:       -786)
  -4,448    5,004       99    1,436   -4,644   -2,913      459    2,127   -1,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     25.4      0.1     59.4     58.3     81.7     83.8     18.3     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      23       26        8       19       24       45       55
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      137,645
COMMITMENTS
  62,745   12,776       57   45,729   94,054  108,531  106,887   29,114   30,758

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:        646)
  -2,569      -60      -12    2,975   -1,164      394   -1,236      252    1,882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6      9.3      0.0     33.2     68.3     78.8     77.7     21.2     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      34       22        3       24       26       59       50
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      250,090
COMMITMENTS
  61,324   75,951    1,251  137,257  124,115  199,832  201,317   50,258   48,773

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     15,814)
   5,527   16,423      -63    4,576   -3,647   10,040   12,713    5,774    3,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     30.4      0.5     54.9     49.6     79.9     80.5     20.1     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      50       45       18       35       42       90      100
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       23,627
COMMITMENTS
  17,595    5,456        0    3,229   16,406   20,824   21,862    2,803    1,765

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     -1,409)
  -1,397     -992     -744    1,340     -350     -801   -2,086     -608      677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.5     23.1      0.0     13.7     69.4     88.1     92.5     11.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12       11        0        7       13       19       24
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,860,333
COMMITMENTS
 1436664  679,430  951,858  4608108  5330552  6996630  6961840  863,703  898,493

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:    -81,631)
 -32,036  -26,535   -1,339   33,433  -11,609       58  -39,483  -81,689  -42,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3      8.6     12.1     58.6     67.8     89.0     88.6     11.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      56       52       78      132      133      233      225
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      884,624
COMMITMENTS
  71,973   90,359   30,368  650,475  650,443  752,816  771,171  131,808  113,453

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     14,483)
   4,842   -1,607    9,667    6,091    3,366   20,600   11,426   -6,117    3,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     10.2      3.4     73.5     73.5     85.1     87.2     14.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      536)
      98      105       51      208      222      334      350
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      319,279
COMMITMENTS
  21,262   49,705    1,124  222,872  202,276  245,258  253,105   74,021   66,174

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:       -455)
     437    8,592       14    1,714  -10,492    2,165   -1,886   -2,620    1,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     15.6      0.4     69.8     63.4     76.8     79.3     23.2     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      18       23        8       64       54       88       79
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,826,725
COMMITMENTS
 366,383  316,099   33,393  2138016  2240837  2537792  2590329  288,933  236,396

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     74,689)
  60,282  -12,741   10,009   21,885   69,291   92,176   66,559  -17,487    8,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     11.2      1.2     75.6     79.3     89.8     91.6     10.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      493)
      90       98       34      175      206      283      320
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       87,942
COMMITMENTS
  11,775    7,393       31   65,137   75,887   76,943   83,311   10,999    4,631

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     -1,204)
  -1,156      296       31       91   -1,598   -1,034   -1,271     -170       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      8.4      0.0     74.1     86.3     87.5     94.7     12.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
       9        3        1       46       35       56       38
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       86,763
COMMITMENTS
  16,636   14,559      938   59,474   64,329   77,048   79,825    9,715    6,937

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:       -111)
  -4,190    1,251     -736    5,154   -1,870      228   -1,355     -339    1,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     16.8      1.1     68.5     74.1     88.8     92.0     11.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      69       34       13       67       80      139      124
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       17,354
COMMITMENTS
     738    2,497        0   10,708   13,453   11,446   15,950    5,908    1,404

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      2,955)
    -739        0        0    3,380    2,704    2,641    2,704      314      251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     14.4      0.0     61.7     77.5     66.0     91.9     34.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       10       12       11       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      347,043
COMMITMENTS
  82,612   63,430    1,567  243,831  254,379  328,010  319,376   19,033   27,667

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:    -15,330)
 -21,211    2,302      275    8,869  -22,872  -12,067  -20,295   -3,263    4,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     18.3      0.5     70.3     73.3     94.5     92.0      5.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      68       35       12       62       74      133      118
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      120,329
COMMITMENTS
  71,020   13,323      560   22,053   90,861   93,633  104,744   26,696   15,585

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      6,280)
   2,667     -660      403    2,817    6,966    5,887    6,709      393     -429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.0     11.1      0.5     18.3     75.5     77.8     87.0     22.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      33       13        5       14       20       50       35
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       29,751
COMMITMENTS
   6,246    4,886        0   14,852   10,164   21,098   15,050    8,653   14,701

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:       -576)
    -379      -31        0      283      121      -96       90     -480     -666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     16.4      0.0     49.9     34.2     70.9     50.6     29.1     49.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      13       10        0       21       13       34       23
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       52,569
COMMITMENTS
   5,339    3,659      736   37,343   28,926   43,418   33,321    9,151   19,248

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:        296)
   1,145       16       95   -2,176    5,712     -936    5,823    1,232   -5,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      7.0      1.4     71.0     55.0     82.6     63.4     17.4     36.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      11       10        1       19       23       31       33
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       34,762
COMMITMENTS
   6,251      328      300   25,021   32,371   31,572   32,999    3,190    1,763

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      4,253)
   1,649       62        0    2,776    4,562    4,425    4,624     -172     -371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      0.9      0.9     72.0     93.1     90.8     94.9      9.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8        1        1       21       19       29       21
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 08/17/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       27,095
COMMITMENTS
   6,162      204        0   14,676   24,598   20,838   24,802    6,257    2,293

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:       -420)
    -458        0        0     -412      -98     -870      -98      450     -322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      0.8      0.0     54.2     90.8     76.9     91.5     23.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10        1        0       17       15       27       16
```

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Updated August 20, 2010