```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,892
COMMITMENTS
      96        0       24    2,829    3,459    2,949    3,483      943      409

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:         86)
       0        0        2       50       73       52       75       34       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      0.6     72.7     88.9     75.8     89.5     24.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       13        9       15       10
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       38,896
COMMITMENTS
   1,294    3,693    6,885   25,261   20,553   33,440   31,131    5,455    7,764

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      1,094)
     304      172       80      340      724      724      976      370      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      9.5     17.7     64.9     52.8     86.0     80.0     14.0     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      12       10       17       41       32       63       50
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      228,890
COMMITMENTS
  53,249   20,788   63,751   91,182  108,528  208,181  193,066   20,708   35,823

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      4,141)
   1,668    2,556     -624    2,001      457    3,045    2,389    1,096    1,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      9.1     27.9     39.8     47.4     91.0     84.3      9.0     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      96       64      101       50       62      207      188
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      414,854
COMMITMENTS
 132,017   34,353  107,299  143,690  202,642  383,006  344,294   31,848   70,560

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      6,667)
   4,934     -320    3,996   -1,891    1,977    7,039    5,654     -372    1,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.8      8.3     25.9     34.6     48.8     92.3     83.0      7.7     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
     150       58      115       98      177      304      311
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,032
COMMITMENTS
   3,492    3,611      976    2,679    2,691    7,147    7,277    1,885    1,755

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:        397)
     -45      150      137       68      140      160      426      237      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.7     40.0     10.8     29.7     29.8     79.1     80.6     20.9     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      18       27       13       16       19       46       51
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       41,845
COMMITMENTS
  15,729    4,720    6,644   11,628    9,831   34,001   21,195    7,844   20,650

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:        213)
    -320      -58       72      105   -1,017     -144   -1,004      357    1,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.6     11.3     15.9     27.8     23.5     81.3     50.7     18.7     49.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      47       21       36       49       58      114      104
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       32,110
COMMITMENTS
   7,506      120      602   18,727   31,289   26,835   32,011    5,275       99

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      1,569)
   1,296        0        0      237    1,563    1,533    1,563       36        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      0.4      1.9     58.3     97.4     83.6     99.7     16.4      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 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       99,317
COMMITMENTS
  26,644    2,107    7,258   25,665   71,416   59,567   80,781   39,750   18,536

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      1,939)
   2,376   -3,972    1,162       20    3,972    3,558    1,162   -1,619      776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8      2.1      7.3     25.8     71.9     60.0     81.3     40.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      25       11       16       23       24       57       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       59,253
COMMITMENTS
  14,841    9,486    1,348   26,362   38,936   42,552   49,771   16,701    9,482

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:        611)
  -4,735    4,075       -5    4,260   -3,198     -481      871    1,092     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     16.0      2.3     44.5     65.7     71.8     84.0     28.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      13        9        6       13       13       29       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       80,209
COMMITMENTS
  51,784    6,466        0   22,455   71,967   74,239   78,433    5,970    1,776

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      8,137)
   8,233   -1,199        0   -1,358    9,095    6,875    7,896    1,262      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.6      8.1      0.0     28.0     89.7     92.6     97.8      7.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      31       18        0       16       21       47       39
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      143,350
COMMITMENTS
  15,386   36,990   11,967   98,576   64,900  125,929  113,858   17,421   29,493

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      1,354)
     121   -6,291    1,309     -636    1,398      794   -3,584      561    4,938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     25.8      8.3     68.8     45.3     87.8     79.4     12.2     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      17       33       22       20       27       49       70
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      140,130
COMMITMENTS
  49,296   18,263    8,422   52,854   83,226  110,572  109,910   29,558   30,219

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     -2,498)
  -5,912    4,020      611    4,481  -11,487     -820   -6,855   -1,678    4,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.2     13.0      6.0     37.7     59.4     78.9     78.4     21.1     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      34       29       17       28       30       67       71
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      299,001
COMMITMENTS
  49,836   75,183   48,665  150,952  114,219  249,454  238,067   49,548   60,935

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      7,015)
    -228   -1,042    3,842    2,525    3,502    6,138    6,302      877      713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     25.1     16.3     50.5     38.2     83.4     79.6     16.6     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      48       63       58       39       46      119      135
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       22,919
COMMITMENTS
  18,398    4,724        0    1,407   17,037   19,805   21,761    3,114    1,158

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      4,288)
   3,875     -826        0     -104    5,150    3,771    4,324      517      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.3     20.6      0.0      6.1     74.3     86.4     94.9     13.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      15        8        0        4       13       19       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,055,711
COMMITMENTS
 1301064  394,096  4643415  6148392  6990668 12092871 12028179  962,839  1027531

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     84,094)
  79,443  -17,780   93,921 -168,150  -55,771    5,213   20,370   78,880   63,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      3.0     35.6     47.1     53.5     92.6     92.1      7.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      60       73      120      141      147      275      271
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      982,223
COMMITMENTS
  65,102   93,396   62,170  705,298  690,462  832,569  846,028  149,654  136,195

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      5,558)
    -307   -3,843   -4,135   10,067   15,176    5,625    7,197      -67   -1,639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      9.5      6.3     71.8     70.3     84.8     86.1     15.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      536)
      90      119       92      220      231      372      380
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      390,536
COMMITMENTS
  20,930   42,344   26,525  263,714  240,174  311,169  309,043   79,367   81,493

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      8,562)
   2,407   -8,671      167    6,228   15,027    8,801    6,522     -239    2,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     10.8      6.8     67.5     61.5     79.7     79.1     20.3     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      19       29       33       77       68      118      108
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,958,434
COMMITMENTS
 299,324  333,724   99,759  2207919  2251441  2607002  2684924  351,432  273,510

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:    -15,021)
 -50,817  -13,109   15,737   19,196      745  -15,884    3,373      863  -18,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     11.3      3.4     74.6     76.1     88.1     90.8     11.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      478)
      83      100       74      191      209      320      337
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       88,835
COMMITMENTS
  11,474    8,133      163   67,387   76,354   79,024   84,650    9,811    4,185

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      4,387)
   3,246      279     -406    1,971    4,538    4,811    4,411     -424      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      9.2      0.2     75.9     86.0     89.0     95.3     11.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      11        4        1       48       36       59       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       79,300
COMMITMENTS
  12,992   14,851    1,216   55,278   56,784   69,486   72,851    9,814    6,449

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      1,622)
     730    1,177     -525    1,739    2,442    1,945    3,094     -323   -1,473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     18.7      1.5     69.7     71.6     87.6     91.9     12.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      58       36       19       71       81      141      124
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       13,432
COMMITMENTS
     247    2,497        0    7,601    9,707    7,848   12,204    5,584    1,228

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:       -388)
     247     -947        0     -140      716      107     -231     -495     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     18.6      0.0     56.6     72.3     58.4     90.9     41.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       12       12       13       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      329,340
COMMITMENTS
  64,959   63,003    4,846  238,384  235,386  308,188  303,234   21,152   26,106

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     10,047)
    -168    8,037      -40    9,396    8,631    9,189   16,627      859   -6,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     19.1      1.5     72.4     71.5     93.6     92.1      6.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      58       36       18       66       76      135      119
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       97,572
COMMITMENTS
  51,439   10,624    3,749   15,578   65,712   70,766   80,084   26,806   17,488

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     10,069)
   6,168   -1,756      685    1,399   12,337    8,251   11,265    1,817   -1,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.7     10.9      3.8     16.0     67.3     72.5     82.1     27.5     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      25       15       12       16       22       49       41
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,601
COMMITMENTS
   8,220    4,329        8   14,495   11,002   22,723   15,339    7,878   15,262

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:        956)
  -1,059     -533        0    1,752      781      693      248      263      708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     14.1      0.0     47.4     36.0     74.3     50.1     25.7     49.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      12        9        1       16       13       28       23
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       48,003
COMMITMENTS
   3,629    5,958      978   36,106   21,811   40,713   28,747    7,290   19,256

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:      2,477)
    -422   -2,157      105    2,080     -175    1,763   -2,227      714    4,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     12.4      2.0     75.2     45.4     84.8     59.9     15.2     40.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       7       15        2       19       21       28       36
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       33,528
COMMITMENTS
   4,739      265      300   25,427   30,256   30,466   30,821    3,062    2,707

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:     -2,416)
  -1,278      265        0     -748   -3,426   -2,026   -3,161     -390      745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      0.8      0.9     75.8     90.2     90.9     91.9      9.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        1        1       17       24       22       26
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       27,227
COMMITMENTS
   6,805      411        0   15,416   25,040   22,221   25,451    5,006    1,776

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:        517)
     975     -232        0      -75    1,093      900      861     -383     -344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      1.5      0.0     56.6     92.0     81.6     93.5     18.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12        2        0       18       16       30       18
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       16,001
COMMITMENTS
   4,153    4,106        0   10,748   10,989   14,901   15,095    1,100      906

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:       -222)
       8     -136        0     -304        0     -296     -136       74      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0     25.7      0.0     67.2     68.7     93.1     94.3      6.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        7        0        9        1       18        8
```

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Updated July 30, 2010