```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,309
COMMITMENTS
      60        0        0    3,244    4,082    3,304    4,082    1,005      227

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:         60)
       0        0        0      -36       40      -36       40       96       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     75.3     94.7     76.7     94.7     23.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       14        9       15        9
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       42,105
COMMITMENTS
     666    4,773    8,333   28,472   19,265   37,471   32,371    4,634    9,734

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        126)
    -460     -106      179      469      106      188      180      -63      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     11.3     19.8     67.6     45.8     89.0     76.9     11.0     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       7       19       19       42       31       62       56
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      222,640
COMMITMENTS
  50,746   17,969   55,788   94,415  114,258  200,950  188,015   21,691   34,625

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      5,794)
   2,988   -1,437    3,641      398    2,864    7,028    5,068   -1,234      726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8      8.1     25.1     42.4     51.3     90.3     84.4      9.7     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      93       52       89       61       69      200      180
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      386,939
COMMITMENTS
 111,062   37,795  100,069  146,778  181,014  357,909  318,877   29,030   68,062

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     -1,965)
  -4,173    1,368    1,907    3,352   -3,452    1,086     -177   -3,051   -1,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7      9.8     25.9     37.9     46.8     92.5     82.4      7.5     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     127       71      119       90      162      268      312
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,693
COMMITMENTS
   3,719    3,625      985    2,891    3,143    7,595    7,753    2,098    1,941

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:       -151)
     226      355     -419       56     -222     -137     -286      -14      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.4     37.4     10.2     29.8     32.4     78.4     80.0     21.6     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      25       27       16       19       18       53       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,989
COMMITMENTS
  14,827    5,239    6,286   12,568    9,827   33,680   21,352    7,309   19,637

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      1,760)
     862       93      467      788    1,026    2,117    1,586     -357      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.2     12.8     15.3     30.7     24.0     82.2     52.1     17.8     47.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      40       28       27       53       60      108      102
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       27,056
COMMITMENTS
   4,071    1,155      602   17,721   25,115   22,394   26,872    4,662      184

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        -79)
       0     -259        0      -88      164      -88      -95        9       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      4.3      2.2     65.5     92.8     82.8     99.3     17.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        3        1       13        9       19       12
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      106,508
COMMITMENTS
  33,644   14,013    7,458   25,104   68,510   66,206   89,981   40,302   16,527

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      5,316)
  -4,883    3,160      532    6,712    1,323    2,361    5,014    2,955      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6     13.2      7.0     23.6     64.3     62.2     84.5     37.8     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      26       13       17       23       19       56       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       47,191
COMMITMENTS
   7,716   20,690    2,402   28,037    9,298   38,155   32,389    9,037   14,802

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        268)
  -1,920      714      501      -74   -1,061   -1,493      154    1,761      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     43.8      5.1     59.4     19.7     80.9     68.6     19.1     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10       16        9       10       10       26       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       66,846
COMMITMENTS
  45,712    3,216        1   15,277   62,175   60,990   65,392    5,856    1,454

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      6,190)
   4,915   -1,942      -30    1,061    7,761    5,946    5,789      244      401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.4      4.8      0.0     22.9     93.0     91.2     97.8      8.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      37       12        1       14       18       51       31
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      142,961
COMMITMENTS
  18,905   53,818   13,268   95,036   41,357  127,208  108,443   15,752   34,518

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:         43)
   1,634   -9,829    2,298   -2,933    6,279      998   -1,252     -955    1,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     37.6      9.3     66.5     28.9     89.0     75.9     11.0     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      17       46       26       18       31       50       88
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      137,810
COMMITMENTS
  51,526   21,861   13,436   45,933   77,467  110,895  112,764   26,915   25,046

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     33,457)
  21,905   -3,038    3,689      404   35,793   25,999   36,444    7,458   -2,987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4     15.9      9.7     33.3     56.2     80.5     81.8     19.5     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      31       35       18       25       35       68       76
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      302,735
COMMITMENTS
  42,689  109,498   58,143  154,028   76,330  254,860  243,970   47,875   58,765

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      5,495)
   2,258    4,558    3,536    1,313     -160    7,107    7,935   -1,613   -2,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     36.2     19.2     50.9     25.2     84.2     80.6     15.8     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      46       73       59       42       48      122      146
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       12,880
COMMITMENTS
   8,459    5,973        0    1,957    5,511   10,416   11,484    2,464    1,396

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      2,404)
   1,738       74        0      763    2,239    2,501    2,313      -97       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.7     46.4      0.0     15.2     42.8     80.9     89.2     19.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9       12        0        6       10       15       22
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,116,318
COMMITMENTS
 992,454  288,119  4118591  6072196  6705138 11183240 11111848  933,077  1004469

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    260,799)
 -37,457   40,967  167,585   76,059   71,664  206,187  280,216   54,612  -19,417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      2.4     34.0     50.1     55.3     92.3     91.7      7.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      61       67      114      140      145      270      261
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,006,178
COMMITMENTS
  72,021   73,942   75,006  698,782  724,016  845,808  872,964  160,370  133,214

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     77,510)
   2,273   -5,719   29,168   42,022   51,717   73,462   75,165    4,048    2,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      7.3      7.5     69.4     72.0     84.1     86.8     15.9     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      533)
     107      106       87      219      220      372      368
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      410,825
COMMITMENTS
  23,765   39,624   39,769  270,725  246,978  334,259  326,372   76,566   84,453

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     33,271)
   1,378   10,355   11,300   16,010   12,982   28,688   34,637    4,583   -1,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      9.6      9.7     65.9     60.1     81.4     79.4     18.6     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      25       23       31       77       68      117      107
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,976,767
COMMITMENTS
 319,825  250,134   97,638  2140286  2385189  2557748  2732961  419,019  243,807

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    221,196)
  63,207  -21,638   30,604  130,058  193,675  223,869  202,642   -2,673   18,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      8.4      3.3     71.9     80.1     85.9     91.8     14.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      469)
      93       95       70      187      198      318      325
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       93,225
COMMITMENTS
   9,981    7,631        0   73,407   82,111   83,388   89,742    9,837    3,483

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      3,069)
    -164     -186     -967    5,289    4,044    4,158    2,891   -1,089      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      8.2      0.0     78.7     88.1     89.4     96.3     10.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
       9        2        0       48       39       57       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       61,033
COMMITMENTS
   9,271   11,833      627   46,191   44,063   56,089   56,523    4,943    4,509

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      2,194)
  -4,013      897       -4    5,627      438    1,611    1,331      584      863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     19.4      1.0     75.7     72.2     91.9     92.6      8.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      58       46       18       64       77      134      129
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      305,163
COMMITMENTS
  46,355   59,165    3,136  230,957  220,314  280,447  282,615   24,716   22,547

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     10,972)
 -20,064    4,484      -18   28,136    2,191    8,055    6,657    2,918    4,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     19.4      1.0     75.7     72.2     91.9     92.6      8.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      58       46       18       64       77      134      129
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       68,867
COMMITMENTS
  28,304   14,929    5,621   12,869   30,404   46,794   50,954   22,073   17,913

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:         29)
  -1,696   -2,769    1,561     -398      957     -534     -251      563      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.1     21.7      8.2     18.7     44.1     67.9     74.0     32.1     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      23       12       12       15       19       44       37
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,292
COMMITMENTS
  10,916    4,804        8   12,207    9,434   23,131   14,246    7,161   16,046

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:       -549)
     702      -83        0    1,377      538    2,079      455   -2,628   -1,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0     15.9      0.0     40.3     31.1     76.4     47.0     23.6     53.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      14        9        1       15       11       29       21
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       39,754
COMMITMENTS
   5,483    5,845      277   24,864   22,990   30,624   29,112    9,130   10,642

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      1,710)
    -828    1,797      118    1,310    1,899      600    3,814    1,110   -2,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     14.7      0.7     62.5     57.8     77.0     73.2     23.0     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6       11        1       16       22       23       33
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       39,813
COMMITMENTS
   9,113      212      300   27,100   37,472   36,513   37,984    3,300    1,829

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      5,385)
   2,794      212        0    3,171    5,547    5,965    5,759     -580     -374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      0.5      0.8     68.1     94.1     91.7     95.4      8.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      10        1        1       25       22       35       24
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       25,519
COMMITMENTS
   6,115      713        0   13,497   23,146   19,612   23,859    5,907    1,660

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        503)
     315      478        0      628      115      943      593     -440      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      2.8      0.0     52.9     90.7     76.9     93.5     23.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11        2        0       17       15       28       17
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       16,251
COMMITMENTS
   2,725    5,142      226    9,903   10,302   12,854   15,670    3,397      581

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:       -171)
    -241     -165      226     -126      -23     -141       38      -30     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     31.6      1.4     60.9     63.4     79.1     96.4     20.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        7        1        6        2       14       10
```

----

Updated July 2, 2010