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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       35,541
COMMITMENTS
     788    3,321    6,617   23,673   17,459   31,078   27,396    4,462    8,144

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -6,564)
     122   -1,452   -1,717   -4,799   -1,806   -6,393   -4,975     -171   -1,589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      9.3     18.6     66.6     49.1     87.4     77.1     12.6     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      10       12       17       40       26       60       45
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      218,959
COMMITMENTS
  47,286   19,102   57,454   93,618  108,373  198,358  184,930   20,600   34,029

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -3,682)
  -3,460    1,134    1,666     -797   -5,885   -2,591   -3,086   -1,090     -596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      8.7     26.2     42.8     49.5     90.6     84.5      9.4     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      97       48       86       57       66      194      174
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      390,976
COMMITMENTS
 116,084   37,014   95,197  145,905  186,263  357,186  318,474   33,791   72,503

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      4,037)
   5,021     -781   -4,871     -873    5,249     -723     -404    4,761    4,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7      9.5     24.3     37.3     47.6     91.4     81.5      8.6     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     133       66      124       84      162      272      310
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,250
COMMITMENTS
   3,690    3,573      831    2,931    3,202    7,451    7,605    1,799    1,645

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -443)
     -30      -52     -154       40       59     -144     -147     -299     -296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.9     38.6      9.0     31.7     34.6     80.6     82.2     19.4     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      23       27       15       17       20       49       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       41,431
COMMITMENTS
  15,022    5,378    5,773   12,834   10,268   33,630   21,419    7,801   20,012

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:        442)
     196      138     -512      266      441      -50       67      492      375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.3     13.0     13.9     31.0     24.8     81.2     51.7     18.8     48.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      41       30       30       55       59      113      103
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       27,538
COMMITMENTS
   3,958    1,055      602   17,984   25,628   22,544   27,285    4,994      253

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:        482)
    -113     -100        0      263      513      150      413      332       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      3.8      2.2     65.3     93.1     81.9     99.1     18.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        1       13        9       18       12
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      111,850
COMMITMENTS
  28,822   16,993   10,499   35,170   66,538   74,491   94,031   37,359   17,819

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      5,342)
  -4,822    2,980    3,042   10,066   -1,971    8,285    4,050   -2,943    1,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8     15.2      9.4     31.4     59.5     66.6     84.1     33.4     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      23       19       20       25       20       59       48
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       50,320
COMMITMENTS
   6,857   14,495    3,917   24,382   19,104   35,156   37,516   15,164   12,805

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      3,129)
    -859   -6,194    1,515   -3,655    9,805   -2,999    5,126    6,128   -1,997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     28.8      7.8     48.5     38.0     69.9     74.6     30.1     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11       14        9       12       12       29       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       61,340
COMMITMENTS
  30,858    8,133        2   25,463   51,364   56,323   59,499    5,017    1,841

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -5,506)
 -14,854    4,917        1   10,186  -10,811   -4,667   -5,893     -839      387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.3     13.3      0.0     41.5     83.7     91.8     97.0      8.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      23       19        1       18       17       41       37
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      146,986
COMMITMENTS
  18,624   57,679   14,971   96,768   44,257  130,363  116,907   16,623   30,079

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      4,025)
    -281    3,860    1,703    1,732    2,900    3,155    8,464      871   -4,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     39.2     10.2     65.8     30.1     88.7     79.5     11.3     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      18       46       30       18       27       54       85
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      157,978
COMMITMENTS
  59,485   19,037   20,634   47,360   90,536  127,479  130,206   30,499   27,772

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     20,168)
   7,960   -2,824    7,198    1,426   13,068   16,584   17,442    3,584    2,726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.7     12.1     13.1     30.0     57.3     80.7     82.4     19.3     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      37       33       22       25       32       74       75
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      308,580
COMMITMENTS
  50,581   89,032   61,511  142,439   96,454  254,531  246,997   54,049   61,583

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      5,845)
   7,892  -20,466    3,368  -11,589   20,124     -329    3,026    6,174    2,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     28.9     19.9     46.2     31.3     82.5     80.0     17.5     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      54       71       63       39       47      126      148
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       12,959
COMMITMENTS
   8,093    5,516        0    2,751    6,141   10,844   11,657    2,115    1,302

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:         79)
    -366     -457        0      794      630      428      173     -349      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.5     42.6      0.0     21.2     47.4     83.7     90.0     16.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        9        0        5        9       14       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,307,088
COMMITMENTS
 1062145  308,858  4204622  6116810  6847442 11383578 11360922  923,510  946,166

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    190,771)
  69,691   20,739   86,032   44,615  142,303  200,337  249,074   -9,567  -58,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      2.5     34.2     49.7     55.6     92.5     92.3      7.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      61       66      113      140      145      270      260
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,033,964
COMMITMENTS
  63,304   89,419   82,736  720,076  716,278  866,116  888,434  167,847  145,530

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     27,786)
  -8,716   15,477    7,731   21,293   -7,738   20,308   15,470    7,478   12,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      8.6      8.0     69.6     69.3     83.8     85.9     16.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      559)
      98      131       96      226      229      380      401
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      413,910
COMMITMENTS
  21,940   53,690   35,290  278,146  239,566  335,376  328,545   78,534   85,364

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      3,085)
  -1,825   14,066   -4,479    7,421   -7,413    1,117    2,174    1,968      912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     13.0      8.5     67.2     57.9     81.0     79.4     19.0     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      25       26       34       76       70      118      113
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,100,269
COMMITMENTS
 340,426  312,254  103,626  2209648  2383562  2653700  2799442  446,568  300,827

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    123,501)
  20,601   62,120    5,988   69,363   -1,627   95,952   66,481   27,549   57,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     10.1      3.3     71.3     76.9     85.6     90.3     14.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      499)
      85      118       75      196      207      326      355
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       88,684
COMMITMENTS
   7,267    7,861      843   71,160   76,692   79,270   85,396    9,414    3,288

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -4,541)
  -2,714      230      843   -2,247   -5,419   -4,118   -4,346     -423     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      8.9      1.0     80.2     86.5     89.4     96.3     10.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
       8        3        2       48       40       56       45
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       73,684
COMMITMENTS
  10,014   16,044    1,285   53,456   51,041   64,756   68,370    8,928    5,314

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     12,651)
     743    4,211      658    7,265    6,978    8,666   11,847    3,985      804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     21.8      1.7     72.5     69.3     87.9     92.8     12.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      50       39       18       74       83      132      132
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       11,093
COMMITMENTS
     547      775        3    5,915    9,027    6,465    9,805    4,628    1,288

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      7.0      0.0     53.3     81.4     58.3     88.4     41.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       10       10       12       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      312,953
COMMITMENTS
  49,369   78,377    4,381  237,704  210,068  291,454  292,827   21,500   20,127

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      7,791)
   3,014   19,212    1,245    6,748  -10,246   11,007   10,211   -3,216   -2,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     25.0      1.4     76.0     67.1     93.1     93.6      6.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      48       41       17       69       78      126      127
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       74,620
COMMITMENTS
  26,398   18,682    6,831   18,131   29,979   51,360   55,491   23,260   19,129

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      5,754)
  -1,906    3,752    1,210    5,262     -425    4,567    4,537    1,187    1,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.4     25.0      9.2     24.3     40.2     68.8     74.4     31.2     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      22       18       14       14       19       47       40
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,415
COMMITMENTS
  12,676    4,591        8   11,563   10,728   24,247   15,327    8,168   17,088

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      2,123)
   1,760     -213        0     -644    1,294    1,116    1,081    1,007    1,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.1     14.2      0.0     35.7     33.1     74.8     47.3     25.2     52.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      15        8        1       15       13       30       22
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       43,298
COMMITMENTS
   5,498    9,003      272   28,131   24,536   33,901   33,811    9,397    9,487

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      3,544)
      15    3,158       -5    3,267    1,546    3,277    4,699      267   -1,155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     20.8      0.6     65.0     56.7     78.3     78.1     21.7     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       8       12        2       18       25       27       38
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       40,142
COMMITMENTS
   8,003      253      300   28,352   37,217   36,655   37,770    3,487    2,372

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:        329)
  -1,110       41        0    1,252     -255      142     -214      187      543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      0.6      0.7     70.6     92.7     91.3     94.1      8.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8        1        1       22       21       30       23
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       25,694
COMMITMENTS
   5,799      818        0   14,294   23,377   20,093   24,195    5,601    1,499

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:        175)
    -316      105        0      797      231      481      336     -306     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6      3.2      0.0     55.6     91.0     78.2     94.2     21.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10        3        0       16       16       26       19
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,967
COMMITMENTS
   2,513    5,138        0    9,949   10,349   12,462   15,487    3,505      480

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -284)
    -212       -4     -226       46       47     -392     -183      108     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     32.2      0.0     62.3     64.8     78.0     97.0     22.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        7        0        6        2       13        9
```

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Updated July 9, 2010