```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,806
COMMITMENTS
      96        0       22    2,779    3,386    2,897    3,408      909      398

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:         17)
       0        0        0       19       -9       19       -9       -2       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      0.6     73.0     89.0     76.1     89.5     23.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       13        7       15        8
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       37,802
COMMITMENTS
     990    3,521    6,805   24,921   19,829   32,716   30,155    5,085    7,646

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      1,324)
     225      269      155      850    1,374    1,229    1,798       95     -474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      9.3     18.0     65.9     52.5     86.5     79.8     13.5     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      12       10       17       41       31       62       50
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      224,749
COMMITMENTS
  51,581   18,232   64,374   89,181  108,071  205,137  190,677   19,612   34,072

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      7,480)
   5,216   -2,100    4,949     -943    5,603    9,221    8,452   -1,741     -972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      8.1     28.6     39.7     48.1     91.3     84.8      8.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
     101       54       96       52       66      198      188
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      408,187
COMMITMENTS
 127,083   34,672  103,303  145,581  200,665  375,967  338,640   32,221   69,547

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     19,660)
   9,591   -2,473    9,533      760   12,665   19,884   19,725     -224      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1      8.5     25.3     35.7     49.2     92.1     83.0      7.9     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
     141       62      119       96      175      297      315
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,635
COMMITMENTS
   3,537    3,460      839    2,610    2,551    6,987    6,851    1,648    1,784

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:       -199)
    -138     -117       77      -57     -237     -117     -277      -81       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.0     40.1      9.7     30.2     29.5     80.9     79.3     19.1     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      20       26       10       14       16       42       46
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       41,632
COMMITMENTS
  16,050    4,779    6,572   11,523   10,849   34,145   22,199    7,487   19,433

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -1,378)
     -61     -243      153   -1,331     -372   -1,239     -462     -138     -916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.6     11.5     15.8     27.7     26.1     82.0     53.3     18.0     46.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      46       26       34       50       61      114      108
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       30,541
COMMITMENTS
   6,210      120      602   18,490   29,726   25,302   30,448    5,239       93

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      1,016)
   1,423     -842        0     -374    1,991    1,049    1,149      -33     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      0.4      2.0     60.5     97.3     82.8     99.7     17.2      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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       97,378
COMMITMENTS
  24,268    6,079    6,096   25,645   67,444   56,009   79,619   41,369   17,759

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -1,684)
  -3,644    1,160      840   -1,602   -3,581   -4,406   -1,580    2,722     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      6.2      6.3     26.3     69.3     57.5     81.8     42.5     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      22       11       14       25       24       53       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       58,642
COMMITMENTS
  19,576    5,412    1,354   22,102   42,134   43,032   48,900   15,609    9,742

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      2,304)
   1,766    1,327      141     -345    1,328    1,562    2,796      742     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.4      9.2      2.3     37.7     71.9     73.4     83.4     26.6     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      16        7        6       11       13       30       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       72,072
COMMITMENTS
  43,551    7,665        0   23,813   62,872   67,364   70,537    4,708    1,535

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      7,857)
   6,721   -1,030       -1      949    9,033    7,669    8,002      188     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.4     10.6      0.0     33.0     87.2     93.5     97.9      6.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      29       15        0       18       19       47       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      141,996
COMMITMENTS
  15,265   43,281   10,658   99,212   63,502  125,136  117,442   16,861   24,555

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -3,474)
     483   -6,851    2,364   -4,891    7,295   -2,044    2,808   -1,430   -6,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     30.5      7.5     69.9     44.7     88.1     82.7     11.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      16       38       23       20       32       51       78
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      142,627
COMMITMENTS
  55,209   14,243    7,811   48,372   94,712  111,392  116,766   31,236   25,862

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -2,394)
  -8,530   -1,674    1,997    2,324   -3,514   -4,209   -3,191    1,815      797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.7     10.0      5.5     33.9     66.4     78.1     81.9     21.9     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      39       27       16       25       33       68       72
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      291,987
COMMITMENTS
  50,065   76,225   44,823  148,427  110,717  243,315  231,765   48,671   60,222

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     14,391)
  -2,880   -4,728    8,303   10,458   10,708   15,881   14,283   -1,490      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     26.1     15.4     50.8     37.9     83.3     79.4     16.7     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      47       65       56       40       48      117      139
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       18,631
COMMITMENTS
  14,523    5,550        0    1,511   11,887   16,034   17,437    2,597    1,194

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      1,833)
   1,840   -1,681        0     -229    3,784    1,611    2,103      222     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.0     29.8      0.0      8.1     63.8     86.1     93.6     13.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13       10        0        4       12       17       22
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,971,617
COMMITMENTS
 1221622  411,876  4549494  6316542  7046439 12087658 12007809  883,959  963,808

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:    279,309)
 -44,335   80,173  113,344  228,861   76,519  297,869  270,035  -18,560    9,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      3.2     35.1     48.7     54.3     93.2     92.6      6.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      66       68      114      148      151      283      270
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      976,665
COMMITMENTS
  65,409   97,239   66,305  695,231  675,287  826,944  838,831  149,720  137,834

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:    -37,519)
   2,825   -3,805   -8,423  -24,080   -9,343  -29,678  -21,571   -7,841  -15,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7     10.0      6.8     71.2     69.1     84.7     85.9     15.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      536)
      84      117       91      218      235      364      381
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      381,974
COMMITMENTS
  18,523   51,015   26,358  257,486  225,148  302,367  302,521   79,607   79,453

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:    -24,639)
  -6,161    5,036   -6,184  -14,495  -10,053  -26,839  -11,200    2,201  -13,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     13.4      6.9     67.4     58.9     79.2     79.2     20.8     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      18       26       29       74       66      110      103
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,973,455
COMMITMENTS
 350,141  346,833   84,022  2188722  2250695  2622886  2681551  350,570  291,904

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:    -64,403)
  52,325  -36,813  -18,592  -47,925    3,549  -14,192  -51,856  -50,210  -12,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     11.7      2.8     73.6     75.7     88.2     90.2     11.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      483)
      76      102       76      191      215      318      342
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       84,447
COMMITMENTS
   8,228    7,854      569   65,416   71,816   74,213   80,239   10,234    4,209

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      1,282)
   1,112      261     -157      575      267    1,530      371     -248      911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      9.3      0.7     77.5     85.0     87.9     95.0     12.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
       9        3        2       45       35       54       40
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       77,678
COMMITMENTS
  12,261   13,673    1,741   53,539   54,342   67,541   69,756   10,137    7,921

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        119)
     574   -5,624      306       80    5,162      959     -156     -841      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     17.6      2.2     68.9     70.0     87.0     89.8     13.0     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      54       39       18       64       83      125      134
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       13,819
COMMITMENTS
       0    3,444        0    7,741    8,991    7,741   12,435    6,078    1,384

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        710)
       0    1,686        0    1,202   -1,255    1,202      431     -492      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     24.9      0.0     56.0     65.1     56.0     90.0     44.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        0       11        9       11       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      319,293
COMMITMENTS
  65,127   54,966    4,885  228,988  226,755  299,000  286,607   20,293   32,686

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -2,956)
   3,372  -36,045    1,025   -5,610   32,083   -1,213   -2,937   -1,743      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     17.2      1.5     71.7     71.0     93.6     89.8      6.4     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      56       38       16       60       80      121      129
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       87,503
COMMITMENTS
  45,271   12,380    3,064   14,180   53,375   62,515   68,819   24,988   18,684

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     12,198)
  10,010      528      159      333   11,046   10,501   11,733    1,697      465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.7     14.1      3.5     16.2     61.0     71.4     78.6     28.6     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      22       14       10       14       22       42       40
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       29,645
COMMITMENTS
   9,279    4,862        8   12,743   10,221   22,030   15,091    7,615   14,554

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:     -3,101)
  -2,430      404        0     -675   -1,562   -3,105   -1,158        4   -1,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.3     16.4      0.0     43.0     34.5     74.3     50.9     25.7     49.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12       10        1       15       12       27       23
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       45,526
COMMITMENTS
   4,051    8,115      873   34,026   21,986   38,950   30,974    6,576   14,552

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:       -329)
    -397   -2,862     -443    1,363    2,811      523     -494     -852      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     17.8      1.9     74.7     48.3     85.6     68.0     14.4     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6       14        2       18       24       26       38
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       35,944
COMMITMENTS
   6,017        0      300   26,175   33,682   32,492   33,982    3,452    1,962

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      1,683)
     876        0       -1      386    2,199    1,261    2,198      422     -515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      0.0      0.8     72.8     93.7     90.4     94.5      9.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        0        1       20       24       27       25
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       26,710
COMMITMENTS
   5,830      643        0   15,491   23,947   21,321   24,590    5,389    2,120

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:        349)
     124      408        0      114     -401      238        7      111      342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      2.4      0.0     58.0     89.7     79.8     92.1     20.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10        2        0       16       16       26       18
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       16,223
COMMITMENTS
   4,145    4,242        0   11,052   10,989   15,197   15,231    1,026      992

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:       -900)
   1,297     -977        0    1,145      655    2,442     -322   -3,342     -578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6     26.1      0.0     68.1     67.7     93.7     93.9      6.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        8        0        9        1       18        9
```

----

Updated July 23, 2010