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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,846
COMMITMENTS
       0       72        0    4,268    4,283    4,268    4,355      578      491

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        -17)
       0      -40        0      -43       43      -43        3       26      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      0.0     88.1     88.4     88.1     89.9     11.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       10       15       11
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       49,968
COMMITMENTS
   2,608    7,279   11,213   31,056   22,425   44,877   40,916    5,091    9,051

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      1,315)
      56      597      410      304      260      769    1,266      546       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     14.6     22.4     62.2     44.9     89.8     81.9     10.2     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      13       26       20       34       32       60       65
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      167,317
COMMITMENTS
  24,177   44,104   53,751   66,230   38,865  144,157  136,720   23,160   30,597

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      2,014)
  -1,696    1,409       36    1,783   -3,509      123   -2,063    1,891    4,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     26.4     32.1     39.6     23.2     86.2     81.7     13.8     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      59       78       67       44       35      152      138
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      262,646
COMMITMENTS
  67,052   40,760   58,802  112,288  116,577  238,143  216,139   24,503   46,507

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      4,193)
   4,213   -9,953    4,149   -2,904    9,761    5,457    3,957   -1,265      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     15.5     22.4     42.8     44.4     90.7     82.3      9.3     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
      89       82       88       88      137      234      258
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,564
COMMITMENTS
   3,222      990      961    2,644    5,038    6,826    6,989    1,737    1,575

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:       -993)
    -239     -280     -266     -158     -337     -663     -882     -330     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.6     11.6     11.2     30.9     58.8     79.7     81.6     20.3     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      23       10        8       17       26       45       41
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,180
COMMITMENTS
   9,164    3,076    5,663    6,359    7,498   21,186   16,238    5,994   10,943

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        801)
     892   -1,984      179     -440      770      631   -1,036      170    1,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7     11.3     20.8     23.4     27.6     77.9     59.7     22.1     40.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      32       20       21       37       51       82       82
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       16,001
COMMITMENTS
   4,580    1,837        0   11,034   13,735   15,614   15,572      387      429

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      1,840)
     137      -98        0    1,648    1,825    1,785    1,727       55      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6     11.5      0.0     69.0     85.8     97.6     97.3      2.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        4        0       10        8       15       12
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       98,803
COMMITMENTS
  33,044   22,463   10,470   21,149   48,617   64,662   81,549   34,140   17,253

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      9,184)
   2,612    4,880      853    5,267    1,681    8,732    7,414      452    1,770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.4     22.7     10.6     21.4     49.2     65.4     82.5     34.6     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      24       19       16       19       16       51       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       37,662
COMMITMENTS
  16,558    6,090    2,571    4,170   20,066   23,299   28,728   14,363    8,934

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:     -6,160)
  -5,465   -1,865      656      642   -6,307   -4,167   -7,517   -1,993    1,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.0     16.2      6.8     11.1     53.3     61.9     76.3     38.1     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      11       10        4        5        8       19       19
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       54,055
COMMITMENTS
  40,356   11,405      360    8,292   39,210   49,008   50,975    5,047    3,080

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:     13,905)
  14,282      578      339   -2,026   13,868   12,595   14,785    1,310     -880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.7     21.1      0.7     15.3     72.5     90.7     94.3      9.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      24       16        2        8       16       32       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      104,306
COMMITMENTS
  30,980   34,120    7,575   41,742   41,116   80,297   82,812   24,009   21,495

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      8,540)
   6,855     -949      394    1,283   10,566    8,531   10,010        9   -1,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7     32.7      7.3     40.0     39.4     77.0     79.4     23.0     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      23       22        9       15       17       41       45
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:       81,807
COMMITMENTS
  22,713   24,202    5,559   35,274   35,457   63,546   65,218   18,260   16,589

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:     -1,101)
   1,074   -1,581     -256    1,308    3,147    2,126    1,309   -3,226   -2,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8     29.6      6.8     43.1     43.3     77.7     79.7     22.3     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      18       34       13       19       17       47       54
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      136,583
COMMITMENTS
  46,965   29,471   14,402   31,594   56,488   92,961  100,361   43,622   36,222

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:     -4,995)
    -486      143     -572     -827   -2,500   -1,885   -2,928   -3,110   -2,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.4     21.6     10.5     23.1     41.4     68.1     73.5     31.9     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      42       43       35       24       27       85       86
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       23,742
COMMITMENTS
  18,679      996        0    2,886   21,519   21,565   22,515    2,177    1,227

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      1,136)
     702      -25        0      332      725    1,034      700      102      436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.7      4.2      0.0     12.2     90.6     90.8     94.8      9.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      13        5        0        3       10       16       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,419,747
COMMITMENTS
 745,357  210,847  3869966  5830456  6387316 10445778 10468129  973,969  951,618

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:    282,230)
  71,357   -9,493  118,954   87,628  174,381  277,939  283,842    4,291   -1,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      1.8     33.9     51.1     55.9     91.5     91.7      8.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      74       34       95      123      122      230      221
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      468,685
COMMITMENTS
  35,939   37,778   28,456  291,456  342,863  355,851  409,097  112,834   59,588

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:     -7,805)
  -2,838   -1,353   -1,770   -3,950     -391   -8,558   -3,514      753   -4,291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      8.1      6.1     62.2     73.2     75.9     87.3     24.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      28       27       39       77       71      126      116
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,445,694
COMMITMENTS
 464,033  306,886   57,884  1765087  1767355  2287004  2132124  158,689  313,569

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:     34,400)
 -13,847   22,199   -1,809   70,861  -21,107   55,204     -717  -20,804   35,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     12.5      2.4     72.2     72.3     93.5     87.2      6.5     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
      91      103       65      151      153      279      284
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      101,457
COMMITMENTS
  13,924    9,983       71   78,144   86,928   92,139   96,982    9,318    4,475

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:       -717)
    -370      574      -16      234   -2,989     -152   -2,431     -565    1,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      9.8      0.1     77.0     85.7     90.8     95.6      9.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      11        9        1       49       32       60       42
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       14,590
COMMITMENTS
   2,712    4,178        0    8,009    6,391   10,721   10,569    3,869    4,021

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      1,221)
   1,372     -284        0     -181      223    1,191      -61       30    1,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     28.6      0.0     54.9     43.8     73.5     72.4     26.5     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        5        0       12       12       16       17
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      248,971
COMMITMENTS
  81,225   49,945    5,872  137,202  175,556  224,299  231,374   24,672   17,597

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      5,005)
   4,026    1,735    1,328   -4,824    4,088      530    7,152    4,475   -2,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6     20.1      2.4     55.1     70.5     90.1     92.9      9.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      52       44       17       46       65      106      118
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       97,694
COMMITMENTS
  46,508   10,312    3,526   24,468   73,849   74,502   87,687   23,192   10,007

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:     13,834)
   6,601      996     -110    6,510   13,327   13,001   14,212      834     -378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.6     10.6      3.6     25.0     75.6     76.3     89.8     23.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      24        8        8       12       15       38       29
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       24,841
COMMITMENTS
   8,312    5,403        0   11,750   14,712   20,062   20,115    4,779    4,726

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      1,734)
   1,062     -310        0    1,322    1,741    2,384    1,431     -650      303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5     21.8      0.0     47.3     59.2     80.8     81.0     19.2     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      11       12        0       12       20       23       32
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       31,977
COMMITMENTS
   8,801    9,741      599   10,567   18,795   19,967   29,135   12,010    2,842

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      1,451)
     463    1,350     -235   -2,335     -313   -2,107      802    3,558      649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5     30.5      1.9     33.0     58.8     62.4     91.1     37.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      14       15        1       15       20       29       36
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       25,999
COMMITMENTS
   3,580    6,677      137   19,498   17,871   23,215   24,685    2,784    1,314

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:       -687)
    -424     -731       24     -287      358     -687     -349        0     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     25.7      0.5     75.0     68.7     89.3     94.9     10.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8        5        2       13       13       22       19
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,879
COMMITMENTS
   4,235      114        0   10,174   15,545   14,409   15,659    1,470      220

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:        152)
    -161     -115        0      159      216       -2      101      154       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7      0.7      0.0     64.1     97.9     90.7     98.6      9.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      12        1        0        8        5       20        6
```

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Updated July 6, 2009