```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,249
COMMITMENTS
      60        0        0    3,280    4,042    3,340    4,042      909      207

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:         30)
       0        0        0       27       10       27       10        3       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     77.2     95.1     78.6     95.1     21.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15        8       16        8
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       41,979
COMMITMENTS
   1,126    4,879    8,154   28,003   19,158   37,283   32,192    4,696    9,788

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      1,964)
     275      113      737      787      452    1,798    1,302      166      662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     11.6     19.4     66.7     45.6     88.8     76.7     11.2     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      12       13       18       42       31       60       56
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      216,846
COMMITMENTS
  47,758   19,406   52,147   94,017  111,395  193,922  182,948   22,924   33,899

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      1,986)
     -53   -2,121    1,089      692      668    1,728     -364      257    2,350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0      8.9     24.0     43.4     51.4     89.4     84.4     10.6     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
     100       49       91       59       65      198      175
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      388,904
COMMITMENTS
 115,236   36,427   98,161  143,426  184,466  356,823  319,054   32,081   69,850

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      1,411)
   1,770    1,747   -1,655   -2,531     -402   -2,416     -311    3,828    1,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6      9.4     25.2     36.9     47.4     91.8     82.0      8.2     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
     135       60      117       92      167      271      310
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,844
COMMITMENTS
   3,493    3,270    1,404    2,835    3,365    7,733    8,039    2,112    1,805

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:         31)
      72      630     -207       10     -286     -125      137      156     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.5     33.2     14.3     28.8     34.2     78.5     81.7     21.5     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      20       27       18       19       21       50       57
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       39,229
COMMITMENTS
  13,965    5,146    5,818   11,780    8,801   31,563   19,766    7,666   19,463

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      1,489)
    -298      324      450      797      726      949    1,499      540      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.6     13.1     14.8     30.0     22.4     80.5     50.4     19.5     49.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      35       30       25       47       53       99       93
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       27,135
COMMITMENTS
   4,071    1,414      602   17,809   24,951   22,482   26,967    4,653      168

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     -4,147)
     372      432     -119   -3,423   -1,616   -3,170   -1,303     -977   -2,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      5.2      2.2     65.6     92.0     82.9     99.4     17.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        3        1       13        9       19       12
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      101,192
COMMITMENTS
  38,527   10,853    6,926   18,392   67,187   63,846   84,966   37,346   16,226

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -40,950)
     852    1,854   -6,822  -34,304  -34,196  -40,275  -39,164     -676   -1,786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1     10.7      6.8     18.2     66.4     63.1     84.0     36.9     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      24       14       16       19       22       53       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       46,923
COMMITMENTS
   9,636   19,975    1,901   28,111   10,359   39,648   32,235    7,275   14,688

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:          2)
     891   -5,233       82     -350    5,275      623      124     -621     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     42.6      4.1     59.9     22.1     84.5     68.7     15.5     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9       16        9       11       11       27       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       60,656
COMMITMENTS
  40,797    5,158       31   14,216   54,414   55,044   59,603    5,612    1,053

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      7,980)
   7,383       41        3       65    8,169    7,451    8,213      529     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.3      8.5      0.1     23.4     89.7     90.7     98.3      9.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      31       14        1       12       20       43       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      142,918
COMMITMENTS
  17,271   63,647   10,970   97,969   35,078  126,210  109,694   16,708   33,223

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      7,688)
   2,742      681    1,298    2,359    6,741    6,399    8,721    1,289   -1,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     44.5      7.7     68.5     24.5     88.3     76.8     11.7     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      14       51       25       18       27       50       85
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      104,353
COMMITMENTS
  29,621   24,899    9,746   45,529   41,675   84,896   76,321   19,457   28,033

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      9,367)
   4,580   -2,804    1,963       29   12,569    6,573   11,728    2,794   -2,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4     23.9      9.3     43.6     39.9     81.4     73.1     18.6     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      24       30       17       25       27       59       64
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      297,240
COMMITMENTS
  40,431  104,940   54,607  152,715   76,490  247,753  236,036   49,488   61,204

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     -2,757)
  -7,810    1,600   -1,954    6,483      230   -3,281     -123      524   -2,634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     35.3     18.4     51.4     25.7     83.4     79.4     16.6     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      45       68       55       44       47      123      136
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       10,476
COMMITMENTS
   6,721    5,899        0    1,194    3,272    7,915    9,171    2,561    1,305

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      1,387)
   2,392     -559        0   -1,661    2,011      731    1,452      656      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.2     56.3      0.0     11.4     31.2     75.6     87.5     24.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        8        0        4        8       12       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,855,519
COMMITMENTS
 1029911  247,152  3951006  5996137  6633474 10977053 10831632  878,465  1023887

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    349,274)
  10,941   -3,443  210,156   79,370   85,798  300,467  292,511   48,807   56,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      2.1     33.3     50.6     56.0     92.6     91.4      7.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      63       59      110      141      145      267      258
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      928,668
COMMITMENTS
  69,748   79,661   45,838  656,760  672,299  772,346  797,799  156,322  130,869

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:   -387,058)
   5,958   -3,013  -63,768 -271,591 -255,933 -329,401 -322,713  -57,657  -64,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      8.6      4.9     70.7     72.4     83.2     85.9     16.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      530)
      96      119       82      217      222      367      370
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      377,554
COMMITMENTS
  22,387   29,270   28,469  254,715  233,997  305,571  291,735   71,983   85,819

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:   -197,972)
  -1,288   -5,344  -26,502 -125,328 -143,027 -153,118 -174,874  -44,854  -23,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      7.8      7.5     67.5     62.0     80.9     77.3     19.1     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      23       22       28       73       66      111      101
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,755,571
COMMITMENTS
 256,617  271,772   67,033  2010228  2191513  2333879  2530319  421,692  225,252

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:   -945,429)
 -38,378  -62,948 -111,724 -731,313 -564,527 -881,416 -739,199  -64,013 -206,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      9.9      2.4     73.0     79.5     84.7     91.8     15.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      469)
      87      103       65      187      203      314      331
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       90,156
COMMITMENTS
  10,145    7,817      967   68,118   78,067   79,230   86,851   10,926    3,304

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -16,698)
  -2,468     -288      574  -14,103  -14,175  -15,997  -13,889     -700   -2,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      8.7      1.1     75.6     86.6     87.9     96.3     12.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
       9        2        1       45       38       54       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,838
COMMITMENTS
  13,284   10,936      631   40,564   43,625   54,478   55,192    4,360    3,646

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -64,662)
   2,297   -2,271   -6,564  -44,079  -42,896  -48,346  -51,731  -16,316  -12,931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     18.6      1.1     68.9     74.1     92.6     93.8      7.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      66       33       17       60       75      133      118
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      294,190
COMMITMENTS
  66,419   54,682    3,153  202,820  218,123  272,392  275,958   21,798   18,232

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:   -172,529)
   2,588  -28,498   -2,863 -112,285 -138,707 -112,560 -170,068  -59,969   -2,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     18.6      1.1     68.9     74.1     92.6     93.8      7.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      66       33       17       60       75      133      118
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       68,838
COMMITMENTS
  30,000   17,698    4,060   13,267   29,447   47,328   51,205   21,510   17,633

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      3,553)
   2,274    2,611     -647      702    3,278    2,329    5,242    1,224   -1,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.6     25.7      5.9     19.3     42.8     68.8     74.4     31.2     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      19       16       10       15       18       39       39
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,841
COMMITMENTS
  10,214    4,887        8   10,830    8,896   21,052   13,791    9,789   17,050

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:        266)
    -265      305        8     -787    1,182   -1,044    1,495    1,310   -1,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1     15.8      0.0     35.1     28.8     68.3     44.7     31.7     55.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13        9        1       11        7       24       17
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       38,044
COMMITMENTS
   6,311    4,048      159   23,554   21,091   30,024   25,298    8,020   12,746

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:      4,711)
     888      182       62    2,389    2,590    3,339    2,834    1,372    1,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     10.6      0.4     61.9     55.4     78.9     66.5     21.1     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        8        2       15       19       24       27
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       34,428
COMMITMENTS
   6,319        0      300   23,929   31,925   30,548   32,225    3,880    2,203

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     -5,115)
    -881     -269        0   -2,530   -3,056   -3,411   -3,325   -1,704   -1,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      0.0      0.9     69.5     92.7     88.7     93.6     11.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        0        1       17       21       24       22
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       25,016
COMMITMENTS
   5,800      235        0   12,869   23,031   18,669   23,266    6,347    1,750

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     -3,955)
     513        0      -89   -1,245     -591     -821     -680   -3,134   -3,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      0.9      0.0     51.4     92.1     74.6     93.0     25.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10        1        0       13       14       23       15
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       16,422
COMMITMENTS
   2,966    5,307        0   10,029   10,325   12,995   15,632    3,427      790

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:     -3,343)
    -836   -2,134     -737   -1,346       46   -2,919   -2,825     -424     -518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     32.3      0.0     61.1     62.9     79.1     95.2     20.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        6        0        6        2       14        8
```

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Updated June 25, 2010