```
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,166
COMMITMENTS
   2,350    2,566      852   18,541   19,191   21,743   22,609    4,423    3,557

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:      1,295)
   1,072      355       -7      460    1,734    1,525    2,082     -230     -787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      9.8      3.3     70.9     73.3     83.1     86.4     16.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      10       15       10       25       24       43       41
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      225,279
COMMITMENTS
  69,849   31,177   39,637   90,608  116,821  200,094  187,635   25,185   37,644

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:      4,412)
   6,363    2,339   -4,259     -827    4,071    1,277    2,151    3,135    2,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     13.8     17.6     40.2     51.9     88.8     83.3     11.2     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
     103       59       91       42       67      204      181
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      344,943
COMMITMENTS
 152,436   42,703   42,740  120,945  191,774  316,121  277,217   28,822   67,726

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:     -5,152)
     136    1,474   -4,111   -3,612   -5,564   -7,587   -8,201    2,435    3,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2     12.4     12.4     35.1     55.6     91.6     80.4      8.4     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      429)
     158       61       86       79      185      280      301
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,541
COMMITMENTS
   3,970    3,669      402    2,331    2,923    6,703    6,994    1,838    1,547

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:        200)
     422     -561      123     -433      686      112      248       88      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.5     43.0      4.7     27.3     34.2     78.5     81.9     21.5     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      27       26       12       18       26       55       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       34,646
COMMITMENTS
  14,263    7,565    4,812    9,865    6,549   28,940   18,926    5,706   15,720

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:       -511)
    -659      425    1,014     -199     -500      156      939     -667   -1,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2     21.8     13.9     28.5     18.9     83.5     54.6     16.5     45.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      44       26       36       35       40      100       88
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       37,832
COMMITMENTS
   2,009       20      602   22,509   37,016   25,120   37,638   12,712      194

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:        651)
       0     -232      -44      409      905      365      629      286       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      0.1      1.6     59.5     97.8     66.4     99.5     33.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        1       12       12       16       13
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      110,946
COMMITMENTS
  29,057   11,362    1,778   44,462   80,313   75,297   93,453   35,649   17,493

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:      3,568)
   1,323  -15,920    1,431      473   18,177    3,227    3,688      341     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     10.2      1.6     40.1     72.4     67.9     84.2     32.1     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      24       15        5       23       26       52       41
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       49,352
COMMITMENTS
  27,800   13,564        2    2,770   27,970   30,572   41,536   18,780    7,816

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:    -25,361)
   2,336    4,727       -1  -26,219  -28,466  -23,884  -23,740   -1,477   -1,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.3     27.5      0.0      5.6     56.7     61.9     84.2     38.1     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      22        8        1        3       15       25       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       75,894
COMMITMENTS
  35,691   20,734       18   36,299   53,347   72,008   74,099    3,886    1,795

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:    -26,967)
  -2,546   -3,439   -1,269  -24,321  -21,761  -28,136  -26,469    1,169     -498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.0     27.3      0.0     47.8     70.3     94.9     97.6      5.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      24       25        1       15       18       40       43
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       74,850
COMMITMENTS
  21,108   30,235       19   31,126   22,726   52,253   52,980   22,597   21,870

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:    -70,862)
    -255   -7,196   -1,735  -65,665  -50,017  -67,655  -58,948   -3,207  -11,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     40.4      0.0     41.6     30.4     69.8     70.8     30.2     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      22       21        2       15       21       38       43
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      134,360
COMMITMENTS
  61,215   13,573        1   43,822   93,631  105,038  107,205   29,322   27,155

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:    -16,153)
  -4,225      316     -817  -12,373  -12,054  -17,415  -12,555    1,262   -3,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6     10.1      0.0     32.6     69.7     78.2     79.8     21.8     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      36       22        1       20       27       57       49
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      170,651
COMMITMENTS
  54,543   64,187    1,022   67,986   58,316  123,551  123,525   47,100   47,126

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:    -87,137)
   1,387  -12,668   -1,531  -80,329  -60,412  -80,473  -74,611   -6,664  -12,526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     37.6      0.6     39.8     34.2     72.4     72.4     27.6     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      55       42       12       29       39       86       91
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       25,755
COMMITMENTS
  21,414    4,575        0      865   20,102   22,279   24,677    3,476    1,078

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:     -2,167)
   6,766     -696     -663   -9,011     -689   -2,908   -2,048      741     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.1     17.8      0.0      3.4     78.1     86.5     95.8     13.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      13        5        0        2        9       15       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,060,635
COMMITMENTS
 1300468  475,565  812,915  4084236  4864781  6197619  6153261  863,016  907,374

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:   -872,623)
-170,915 -245,023 -102,095 -587,399 -537,715 -860,409 -884,833  -12,214   12,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      6.7     11.5     57.8     68.9     87.8     87.1     12.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      51       42       72      121      123      215      206
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,103,826
COMMITMENTS
  65,772  111,424   48,980  811,799  789,156  926,551  949,560  177,274  154,265

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:    160,053)
   4,774    2,463      634  102,270  104,035  107,679  107,132   52,374   52,921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     10.1      4.4     73.5     71.5     83.9     86.0     16.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      538)
      96      111       63      243      245      375      383
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      411,806
COMMITMENTS
  16,874   58,420    4,423  283,088  273,987  304,385  336,830  107,421   74,976

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:     73,223)
  -3,083   -8,573    3,522   55,466   55,997   55,905   50,946   17,318   22,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     14.2      1.1     68.7     66.5     73.9     81.8     26.1     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      18       18       14       76       69      103       92
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,460,098
COMMITMENTS
 407,018  427,551   60,257  2643557  2575843  3110832  3063651  349,266  396,447

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:    434,149)
 -11,678    4,214   36,527  234,019  240,189  258,868  280,930  175,281  153,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     12.4      1.7     76.4     74.4     89.9     88.5     10.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      497)
      89      104       50      210      225      327      351
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      127,309
COMMITMENTS
  12,555    8,167      383  103,090  113,572  116,028  122,122   11,281    5,187

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:     39,990)
   2,465       82     -250   38,790   40,730   41,005   40,562   -1,015     -572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      6.4      0.3     81.0     89.2     91.1     95.9      8.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
       9        5        3       58       39       70       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      121,873
COMMITMENTS
  14,079   19,434    3,578   90,705   88,656  108,363  111,668   13,510   10,204

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:     27,020)
   5,879   -1,636    1,770   15,342   23,999   22,991   24,133    4,029    2,887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     15.9      2.9     74.4     72.7     88.9     91.6     11.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      55       43       16       90       90      156      138
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       27,415
COMMITMENTS
   2,578    2,005        0   16,951   22,831   19,529   24,836    7,886    2,579

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:      2,475)
   2,578   -1,230        0   -1,784    2,374      794    1,144    1,681    1,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      7.3      0.0     61.8     83.3     71.2     90.6     28.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       11       17       13       18
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      472,288
COMMITMENTS
  70,397  100,036    5,000  368,772  329,125  444,169  434,161   28,119   38,127

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:    122,727)
  23,673    5,140    1,681   85,631  108,126  110,985  114,947   11,742    7,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     21.2      1.1     78.1     69.7     94.0     91.9      6.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      55       43       14       87       86      151      134
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      120,308
COMMITMENTS
  74,076   17,407      162   17,839   89,852   92,077  107,421   28,231   12,887

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:     -8,038)
   4,376    4,673   -2,627  -12,195   -9,800  -10,446   -7,754    2,408     -284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.6     14.5      0.1     14.8     74.7     76.5     89.3     23.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      30       15        3        9       19       41       35
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       28,162
COMMITMENTS
   5,855    4,634        0   14,404    6,641   20,259   11,275    7,903   16,887

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:    -16,773)
  -1,082   -1,259   -4,836   -3,306   -5,175   -9,224  -11,270   -7,549   -5,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     16.5      0.0     51.1     23.6     71.9     40.0     28.1     60.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10        9        0       17       10       27       19
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       31,032
COMMITMENTS
   2,930    2,543      133   18,556   15,791   21,619   18,467    9,413   12,565

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:    -26,899)
  -2,631   -1,425   -1,040  -21,470  -16,741  -25,141  -19,206   -1,758   -7,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      8.2      0.4     59.8     50.9     69.7     59.5     30.3     40.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        7        1       15       18       24       25
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       32,821
COMMITMENTS
   4,198      801    1,035   23,693   28,506   28,926   30,342    3,895    2,479

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:        848)
  -1,397     -980      735      887      993      225      748      623      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      2.4      3.2     72.2     86.9     88.1     92.4     11.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        3        3       19       23       26       29
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       28,852
COMMITMENTS
   6,881      204        4   16,072   26,397   22,957   26,605    5,895    2,247

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:      2,383)
   1,045        0        4      838    2,039    1,887    2,043      496      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      0.7      0.0     55.7     91.5     79.6     92.2     20.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      14        1        1       22       19       36       21
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,831
COMMITMENTS
   3,116    4,775    1,036    9,820    8,592   13,972   14,403    1,859    1,428

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:      1,898)
    -115      -53    1,036      -94      268      827    1,251    1,071      647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     30.2      6.5     62.0     54.3     88.3     91.0     11.7      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        4        3        7        3       18        8
```

----

Updated September 17, 2010