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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,838
COMMITMENTS
      96        0       24    2,814    3,439    2,934    3,463      904      375

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:         77)
       0        0        2       50       53       52       55       25       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      0.6     73.3     89.6     76.4     90.2     23.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       13        9       15       10
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       28,945
COMMITMENTS
   1,125    6,766      542   22,881   16,758   24,548   24,066    4,397    4,879

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      1,146)
     439      105       25      345      807      809      937      337      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     23.4      1.9     79.0     57.9     84.8     83.1     15.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       8       14       11       29       25       47       41
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      202,084
COMMITMENTS
  52,107   33,622   41,232   89,059   95,738  182,398  170,592   19,686   31,492

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      2,964)
   1,891    2,969   -2,180    2,014      678    1,725    1,467    1,239    1,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     16.6     20.4     44.1     47.4     90.3     84.4      9.7     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      84       71       84       40       60      181      183
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      329,910
COMMITMENTS
 127,457   59,578   44,085  128,640  164,742  300,182  268,405   29,728   61,505

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      6,902)
   9,321    3,640       30   -2,146    2,116    7,205    5,786     -303    1,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     18.1     13.4     39.0     49.9     91.0     81.4      9.0     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
     126       72       87       77      170      261      289
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,689
COMMITMENTS
   3,486    3,621      804    2,573    2,564    6,863    6,989    1,826    1,700

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:        377)
     -73      142      150       69      115      146      407      231      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1     41.7      9.3     29.6     29.5     79.0     80.4     21.0     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      17       27       13       15       19       44       51
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       37,257
COMMITMENTS
  15,707    7,280    2,896   11,237    8,393   29,840   18,569    7,417   18,688

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:         13)
    -339      108     -124       81   -1,047     -382   -1,063      395    1,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.2     19.5      7.8     30.2     22.5     80.1     49.8     19.9     50.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      43       22       28       34       50       92       92
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       32,110
COMMITMENTS
   7,506      120      602   18,727   31,289   26,835   32,011    5,275       99

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      1,569)
   1,296        0        0      237    1,563    1,533    1,563       36        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4      0.4      1.9     58.3     97.4     83.6     99.7     16.4      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 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       85,121
COMMITMENTS
  27,045    3,177      223   20,687   65,523   47,955   68,923   37,166   16,198

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      1,804)
   3,306   -4,138      199     -641    5,138    2,864    1,199   -1,060      605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8      3.7      0.3     24.3     77.0     56.3     81.0     43.7     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      23        9        5       19       22       46       32
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       55,722
COMMITMENTS
  15,283    9,067        2   24,595   37,985   39,880   47,054   15,842    8,668

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:        804)
  -4,694    4,203       -1    4,410   -3,206     -285      996    1,089     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     16.3      0.0     44.1     68.2     71.6     84.4     28.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      14        7        1       11       13       25       21
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       80,209
COMMITMENTS
  51,784    6,466        0   22,455   71,967   74,239   78,433    5,970    1,776

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      8,137)
   8,233   -1,199        0   -1,358    9,095    6,875    7,896    1,262      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.6      8.1      0.0     28.0     89.7     92.6     97.8      7.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      31       18        0       16       21       47       39
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      122,570
COMMITMENTS
  17,107   35,047      496   88,676   60,585  106,279   96,128   16,291   26,442

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     -2,334)
     659   -8,168      -85   -3,775    1,831   -3,201   -6,422      867    4,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     28.6      0.4     72.3     49.4     86.7     78.4     13.3     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      19       27        5       17       24       38       54
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      124,595
COMMITMENTS
  48,488   18,567       93   47,996   78,595   96,577   97,255   28,018   27,340

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     -3,063)
  -6,245    4,745      -30    4,903  -12,157   -1,372   -7,442   -1,691    4,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     14.9      0.1     38.5     63.1     77.5     78.1     22.5     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      28       24        4       24       28       55       53
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      232,193
COMMITMENTS
  56,622   77,961    1,791  130,508  101,249  188,921  181,001   43,272   51,192

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      2,075)
   1,614   -1,298     -199     -371    3,424    1,044    1,927    1,031      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     33.6      0.8     56.2     43.6     81.4     78.0     18.6     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      49       45       26       32       39       90      101
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       22,919
COMMITMENTS
  18,398    4,724        0    1,407   17,037   19,805   21,761    3,114    1,158

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      4,288)
   3,875     -826        0     -104    5,150    3,771    4,324      517      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.3     20.6      0.0      6.1     74.3     86.4     94.9     13.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      15        8        0        4       13       19       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,772,472
COMMITMENTS
 1358230  647,332  900,420  4617202  5264094  6875852  6811846  896,620  960,626

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     43,150)
  92,356   58,613   24,646 -149,340  -96,946  -32,338  -13,687   75,488   56,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      8.3     11.6     59.4     67.7     88.5     87.6     11.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      52       60       79      126      132      230      226
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      868,087
COMMITMENTS
  65,268   92,454   25,227  636,659  627,457  727,154  745,138  140,933  122,949

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     -2,803)
    -741   -2,881   -5,250    3,105    8,084   -2,886      -47       83   -2,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     10.7      2.9     73.3     72.3     83.8     85.8     16.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      506)
      86       97       46      203      220      316      337
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      311,996
COMMITMENTS
  20,220   41,650    1,098  217,404  196,286  238,722  239,034   73,274   72,962

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      4,033)
   1,666   -7,891      -58    2,551   10,224    4,159    2,275     -126    1,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     13.3      0.4     69.7     62.9     76.5     76.6     23.5     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      12       21        7       64       57       81       80
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,780,454
COMMITMENTS
 307,833  336,613   38,051  2096277  2155857  2442161  2530521  338,293  249,933

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:    -34,179)
 -46,621   -9,532    8,625    2,772  -10,702  -35,224  -11,609    1,045  -22,570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     12.1      1.4     75.4     77.5     87.8     91.0     12.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      466)
      82       91       36      170      201      273      307
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       88,815
COMMITMENTS
  11,474    8,133      163   67,387   76,353   79,024   84,649    9,791    4,166

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      4,369)
   3,246      279     -406    1,971    4,538    4,811    4,411     -442      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      9.2      0.2     75.9     86.0     89.0     95.3     11.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      11        4        1       48       36       59       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       78,205
COMMITMENTS
  12,991   14,909      870   54,664   56,187   68,525   71,966    9,680    6,240

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      1,393)
     736    1,187     -628    1,607    2,342    1,715    2,902     -322   -1,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     19.1      1.1     69.9     71.8     87.6     92.0     12.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      58       34       11       67       79      130      119
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       13,419
COMMITMENTS
     247    2,497        0    7,601    9,707    7,848   12,204    5,571    1,215

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:       -388)
     247     -947        0     -140      716      107     -231     -495     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     18.6      0.0     56.6     72.3     58.5     90.9     41.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       12       12       13       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      323,932
COMMITMENTS
  64,953   63,293    3,116  235,316  232,399  303,385  298,808   20,547   25,124

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      8,906)
    -140    8,086     -553    8,735    8,131    8,042   15,664      864   -6,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     19.5      1.0     72.6     71.7     93.7     92.2      6.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      58       34       10       62       73      124      113
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       89,389
COMMITMENTS
  51,282   10,749      197   12,858   62,833   64,337   73,779   25,052   15,610

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      9,087)
   6,029   -1,618       36    1,029   11,854    7,094   10,272    1,993   -1,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.4     12.0      0.2     14.4     70.3     72.0     82.5     28.0     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      27       10        4       11       22       40       34
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,599
COMMITMENTS
   8,220    4,329        8   14,493   11,002   22,721   15,339    7,878   15,260

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:        956)
  -1,059     -533        0    1,752      781      693      248      263      708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     14.1      0.0     47.4     36.0     74.3     50.1     25.7     49.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      12        9        1       16       13       28       23
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       48,003
COMMITMENTS
   3,629    5,958      978   36,106   21,811   40,713   28,747    7,290   19,256

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      2,477)
    -422   -2,157      105    2,080     -175    1,763   -2,227      714    4,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     12.4      2.0     75.2     45.4     84.8     59.9     15.2     40.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       7       15        2       19       21       28       36
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       33,528
COMMITMENTS
   4,739      265      300   25,427   30,256   30,466   30,821    3,062    2,707

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     -2,416)
  -1,278      265        0     -748   -3,426   -2,026   -3,161     -390      745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      0.8      0.9     75.8     90.2     90.9     91.9      9.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        1        1       17       24       22       26
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       27,227
COMMITMENTS
   6,805      411        0   15,416   25,040   22,221   25,451    5,006    1,776

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:        517)
     975     -232        0      -75    1,093      900      861     -383     -344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0      1.5      0.0     56.6     92.0     81.6     93.5     18.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12        2        0       18       16       30       18
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 07/27/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       16,001
COMMITMENTS
   4,153    4,106        0   10,748   10,989   14,901   15,095    1,100      906

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:       -222)
       8     -136        0     -304        0     -296     -136       74      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     25.7      0.0     67.2     68.7     93.1     94.3      6.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        7        0        9        1       18        8
```

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Updated July 30, 2010