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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       34,609
COMMITMENTS
   1,150    2,023    5,250   22,942   20,317   29,342   27,591    5,266    7,018

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:        634)
       6     -354       30      545      684      581      360       53      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      5.8     15.2     66.3     58.7     84.8     79.7     15.2     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       9       11       14       39       33       58       48
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      227,851
COMMITMENTS
  57,356   17,694   59,884   88,368  112,830  205,608  190,408   22,243   37,443

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:    -16,594)
  -4,207      882   -6,823   -3,766   -7,655  -14,796  -13,596   -1,797   -2,997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      7.8     26.3     38.8     49.5     90.2     83.6      9.8     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      97       58       92       46       56      195      167
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      415,127
COMMITMENTS
 138,953   23,129  108,456  138,332  212,212  385,741  343,797   29,387   71,330

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      7,210)
   2,364      424    7,299    1,099    1,934   10,762    9,657   -3,552   -2,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5      5.6     26.1     33.3     51.1     92.9     82.8      7.1     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      423)
     167       51      115       92      179      309      309
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,163
COMMITMENTS
   3,664    4,463    1,297    3,185    2,593    8,146    8,353    2,017    1,810

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:       -224)
     -72      325     -201      206     -305      -66     -180     -158      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1     43.9     12.8     31.3     25.5     80.2     82.2     19.8     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      22       30       17       19       19       57       55
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,673
COMMITMENTS
  11,889    4,502    6,908   11,297    7,764   30,094   19,174    6,579   17,500

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     -1,326)
    -286     -469      194     -379      225     -470      -49     -856   -1,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4     12.3     18.8     30.8     21.2     82.1     52.3     17.9     47.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      44       20       38       53       52      117       97
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       34,736
COMMITMENTS
   8,500       20      602   19,617   33,978   28,719   34,600    6,017      136

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:        417)
  -1,254        0        0      910      398     -344      398      761       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5      0.1      1.7     56.5     97.8     82.7     99.6     17.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        1        1       11       10       17       11
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      107,213
COMMITMENTS
  34,888    4,560    5,470   26,585   78,521   66,943   88,551   40,270   18,663

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:    -10,195)
 -12,180     -486      388    6,859  -11,882   -4,933  -11,979   -5,262    1,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.5      4.3      5.1     24.8     73.2     62.4     82.6     37.6     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      29        9       13       23       20       58       36
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       58,743
COMMITMENTS
  17,568    6,826    2,006   22,831   39,020   42,405   47,852   16,337   10,890

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      2,515)
   1,304      534      458   -1,116    2,021      647    3,013    1,868     -498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9     11.6      3.4     38.9     66.4     72.2     81.5     27.8     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12       10        7       11       15       28       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      111,732
COMMITMENTS
  81,187   10,634        0   24,351   99,452  105,538  110,086    6,194    1,646

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      1,451)
     563    2,379     -234      653   -1,285      982      860      469      591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.7      9.5      0.0     21.8     89.0     94.5     98.5      5.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      44       14        0       18       20       62       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      159,157
COMMITMENTS
  31,172   34,980    9,969   90,515   88,977  131,656  133,926   27,501   25,230

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     -5,050)
  -2,474    3,809   -3,065   -1,773   -4,282   -7,312   -3,539    2,262   -1,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     22.0      6.3     56.9     55.9     82.7     84.1     17.3     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      24       30       21       21       28       56       68
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      152,254
COMMITMENTS
  63,299   12,606    7,061   51,058   98,215  121,418  117,882   30,836   34,373

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      1,023)
  -2,421     -365      418    2,848     -965      845     -911      178    1,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.6      8.3      4.6     33.5     64.5     79.7     77.4     20.3     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      38       28       16       28       30       71       69
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      306,755
COMMITMENTS
  60,312   71,789   37,058  152,024  141,133  249,394  249,979   57,361   56,775

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     16,467)
   8,690   15,836   -3,611    3,978      852    9,057   13,076    7,410    3,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     23.4     12.1     49.6     46.0     81.3     81.5     18.7     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      49       64       54       41       48      121      135
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       23,627
COMMITMENTS
  17,595    5,456        0    3,229   16,406   20,824   21,862    2,803    1,765

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     -1,409)
  -1,397     -992     -744    1,340     -350     -801   -2,086     -608      677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.5     23.1      0.0     13.7     69.4     88.1     92.5     11.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12       11        0        7       13       19       24
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,713,592
COMMITMENTS
 1332618  362,081  5157335  6293734  7242627 12783687 12762042  929,905  951,550

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:   -200,614)
 -46,655   -8,717  -48,584  -16,504  -82,836 -111,743 -140,136  -88,871  -60,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      2.6     37.6     45.9     52.8     93.2     93.1      6.8      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      64       67      112      146      152      272      273
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,007,404
COMMITMENTS
  69,651   91,535   75,009  721,923  715,581  866,583  882,125  140,821  125,279

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     17,001)
   3,441   -1,676   12,904    7,049    3,660   23,393   14,887   -6,392    2,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      9.1      7.4     71.7     71.0     86.0     87.6     14.0     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      570)
     107      126      108      228      236      401      404
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      402,529
COMMITMENTS
  23,096   52,407   29,853  269,796  246,129  322,746  328,389   79,784   74,140

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      2,636)
     432   10,533    1,346    4,118  -10,049    5,896    1,830   -3,259      807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     13.0      7.4     67.0     61.1     80.2     81.6     19.8     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      25       33       39       80       67      130      114
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,024,375
COMMITMENTS
 351,070  313,934  107,481  2260635  2347264  2719186  2768679  305,188  255,695

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     71,822)
  59,252  -16,836   13,581   14,653   68,542   87,486   65,287  -15,664    6,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     10.4      3.6     74.7     77.6     89.9     91.5     10.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      510)
      95      108       86      199      215      344      359
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       87,943
COMMITMENTS
  11,775    7,393       31   65,137   75,887   76,943   83,311   11,000    4,632

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:     -1,209)
  -1,156      296       31       91   -1,598   -1,034   -1,271     -175       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      8.4      0.0     74.1     86.3     87.5     94.7     12.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
       9        3        1       46       35       56       38
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       87,965
COMMITMENTS
  16,625   14,379    1,432   60,045   65,026   78,102   80,837    9,862    7,128

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:       -130)
  -4,176    1,177     -685    5,051   -1,833      190   -1,340     -321    1,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     16.3      1.6     68.3     73.9     88.8     91.9     11.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      71       36       22       70       83      150      132
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       17,361
COMMITMENTS
     738    2,497        0   10,708   13,453   11,446   15,950    5,915    1,411

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      2,950)
    -739        0        0    3,380    2,704    2,641    2,704      309      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3     14.4      0.0     61.7     77.5     65.9     91.9     34.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       10       12       11       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      353,016
COMMITMENTS
  82,558   62,532    4,039  246,684  257,863  333,281  324,434   19,735   28,582

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:    -15,401)
 -21,142    1,931      532    8,356  -22,685  -12,253  -20,221   -3,147    4,821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4     17.7      1.1     69.9     73.0     94.4     91.9      5.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      70       37       21       65       78      144      127
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      128,643
COMMITMENTS
  71,243   13,452    3,456   24,608   93,830   99,307  110,738   29,336   17,905

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      6,697)
   2,733     -713      405    2,686    7,026    5,824    6,719      872      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.4     10.5      2.7     19.1     72.9     77.2     86.1     22.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      34       15       10       18       21       57       41
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       29,751
COMMITMENTS
   6,246    4,886        0   14,852   10,164   21,098   15,050    8,653   14,701

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:       -577)
    -379      -31        0      282      121      -97       90     -480     -667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     16.4      0.0     49.9     34.2     70.9     50.6     29.1     49.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      13       10        0       21       13       34       23
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       52,569
COMMITMENTS
   5,339    3,659      736   37,343   28,926   43,418   33,321    9,151   19,248

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:        296)
   1,145       16       95   -2,176    5,712     -936    5,823    1,232   -5,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      7.0      1.4     71.0     55.0     82.6     63.4     17.4     36.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      11       10        1       19       23       31       33
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       34,762
COMMITMENTS
   6,251      328      300   25,021   32,371   31,572   32,999    3,190    1,763

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:      4,253)
   1,649       62        0    2,776    4,562    4,425    4,624     -172     -371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      0.9      0.9     72.0     93.1     90.8     94.9      9.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8        1        1       21       19       29       21
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       27,095
COMMITMENTS
   6,162      204        0   14,676   24,598   20,838   24,802    6,257    2,293

CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST:       -420)
    -458        0        0     -412      -98     -870      -98      450     -322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7      0.8      0.0     54.2     90.8     76.9     91.5     23.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10        1        0       17       15       27       16
```

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Updated August 20, 2010