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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY 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:        4,268
COMMITMENTS
      60        0        0    3,211    4,062    3,271    4,062      997      206

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 TRADERS
     1.4      0.0      0.0     75.2     95.2     76.6     95.2     23.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       14        9       15        9
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY 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:       29,705
COMMITMENTS
     332    8,970      547   25,355   14,400   26,234   23,917    3,471    5,788

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        760)
      -7      164      127      653      274      773      565      -13      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     30.2      1.8     85.4     48.5     88.3     80.5     11.7     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       3       22       10       30       24       42       47
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY 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:      195,408
COMMITMENTS
  49,435   30,323   34,008   91,800  100,679  175,243  165,010   20,165   30,398

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      4,842)
   3,804       72    2,126      293    2,029    6,223    4,227   -1,381      615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     15.5     17.4     47.0     51.5     89.7     84.4     10.3     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      80       63       78       52       67      180      177
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY 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:      321,443
COMMITMENTS
 112,597   60,782   48,712  133,402  151,579  294,711  261,073   26,732   60,370

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     -1,750)
  -2,967    2,838      933    3,248   -3,959    1,214     -188   -2,964   -1,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     18.9     15.2     41.5     47.2     91.7     81.2      8.3     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     104       81       95       67      154      222      291
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY 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:        9,384
COMMITMENTS
   3,768    3,617      825    2,766    3,064    7,359    7,506    2,025    1,878

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:        -58)
     258      274     -353       45     -159      -50     -238       -8      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.2     38.5      8.8     29.5     32.7     78.4     80.0     21.6     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      27       25       14       16       16       50       49
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY 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:       36,920
COMMITMENTS
  14,767    7,175    3,257   12,106    8,764   30,130   19,196    6,790   17,724

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      1,835)
     888      233      407      784      912    2,079    1,552     -244      283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     19.4      8.8     32.8     23.7     81.6     52.0     18.4     48.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      39       23       22       42       54       91       91
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:       88,461
COMMITMENTS
  31,575   15,681       27   20,026   58,490   51,628   74,198   36,833   14,263

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      2,064)
  -6,924    3,535       12    6,863   -2,289      -49    1,258    2,113      806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     17.7      0.0     22.6     66.1     58.4     83.9     41.6     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      22       15        4       19       16       42       34
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY 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:       42,840
COMMITMENTS
   7,647   20,495        2   26,887    8,205   34,536   28,702    8,304   14,138

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:       -721)
  -1,973      610        0     -316   -1,265   -2,289     -655    1,568      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     47.8      0.0     62.8     19.2     80.6     67.0     19.4     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      11       13        1        8       10       20       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      121,233
COMMITMENTS
  17,626   52,397      580   88,635   36,665  106,841   89,642   14,392   31,591

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     -4,238)
   1,705   -9,870       83   -5,010    5,136   -3,222   -4,651   -1,016      413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     43.2      0.5     73.1     30.2     88.1     73.9     11.9     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      18       38        4       14       28       36       66
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY 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:      120,484
COMMITMENTS
  51,721   24,294        0   43,161   74,113   94,882   98,407   25,602   22,077

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     29,069)
  22,464   -1,333     -483     -356   34,677   21,625   32,861    7,444   -3,792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     20.2      0.0     35.8     61.5     78.8     81.7     21.2     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      30       30        0       18       33       48       63
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY 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:      225,752
COMMITMENTS
  43,357  117,027      961  140,113   56,627  184,431  174,615   41,321   51,137

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      1,702)
   2,344    5,040      197      696   -1,570    3,237    3,667   -1,535   -1,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     51.8      0.4     62.1     25.1     81.7     77.3     18.3     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      40       65       15       36       40       84      112
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:    7,217,903
COMMITMENTS
 969,617  518,865  783,639  4605455  5018014  6358711  6320518  859,192  897,385

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    149,591)
   1,634  101,934   59,113   11,359    2,514   72,106  163,561   77,485  -13,970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      7.2     10.9     63.8     69.5     88.1     87.6     11.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      51       55       73      124      132      224      218
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY 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:      850,401
COMMITMENTS
  69,820   70,834   18,957  613,773  639,288  702,550  729,079  147,851  121,322

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:     28,309)
   2,054   -2,065    7,576   19,139   23,798   28,769   29,309     -460   -1,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      8.3      2.2     72.2     75.2     82.6     85.7     17.4     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      513)
      91      105       38      201      210      314      332
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY 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:      299,932
COMMITMENTS
  20,627   34,920      581  210,294  187,800  231,502  223,301   68,430   76,631

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:       -711)
  -2,468    9,064     -455      449   -5,534   -2,474    3,075    1,763   -3,786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     11.6      0.2     70.1     62.6     77.2     74.5     22.8     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      14       22        7       63       58       81       83
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY 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:    2,752,345
COMMITMENTS
 308,407  242,012   29,438  2017397  2257440  2355242  2528890  397,103  223,455

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:    145,100)
  54,222  -24,033    8,542   93,450  146,659  156,214  131,168  -11,114   13,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      8.8      1.1     73.3     82.0     85.6     91.9     14.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      461)
      84       97       30      165      188      268      296
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY 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:       93,219
COMMITMENTS
   9,981    7,631        0   73,407   82,110   83,388   89,741    9,831    3,478

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      3,070)
    -164     -186     -967    5,292    4,043    4,161    2,890   -1,091      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      8.2      0.0     78.7     88.1     89.5     96.3     10.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
       9        2        0       47       39       56       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY 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:       59,605
COMMITMENTS
   9,173   11,680      280   45,452   43,248   54,905   55,208    4,700    4,397

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      1,760)
  -4,055      777     -116    5,433      214    1,261      875      498      885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     19.6      0.5     76.3     72.6     92.1     92.6      7.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      53       45        8       60       73      118      121
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY 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:      298,025
COMMITMENTS
  45,867   58,402    1,399  227,258  216,240  274,524  276,041   23,501   21,984

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      8,798)
 -20,275    3,887     -582   27,164    1,070    6,307    4,375    2,491    4,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     19.6      0.5     76.3     72.6     92.1     92.6      7.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      53       45        8       60       73      118      121
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY 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:       59,657
COMMITMENTS
  28,105   15,251      783   11,191   27,689   40,079   43,723   19,578   15,934

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:       -683)
  -1,704   -2,752      702     -434      470   -1,436   -1,580      753      897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1     25.6      1.3     18.8     46.4     67.2     73.3     32.8     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      19       12        4       14       17       36       30
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY 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:       30,291
COMMITMENTS
  10,916    4,804        8   12,206    9,434   23,130   14,246    7,161   16,045

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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
```

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Updated July 2, 2010