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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       35,528
COMMITMENTS
   1,155    2,140    5,289   23,393   20,977   29,837   28,406    5,691    7,122

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:        920)
       5      117       39      450      659      495      815      425      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      6.0     14.9     65.8     59.0     84.0     80.0     16.0     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      11        9       14       38       31       58       45
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      247,175
COMMITMENTS
  64,722   16,492   67,784   91,777  122,844  224,283  207,121   22,892   40,054

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     19,324)
   7,366   -1,202    7,900    3,409   10,014   18,676   16,713      648    2,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2      6.7     27.4     37.1     49.7     90.7     83.8      9.3     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      99       58      102       45       61      208      175
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      432,931
COMMITMENTS
 150,499   15,733  118,149  137,056  225,124  405,704  359,006   27,228   73,925

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     17,804)
  11,546   -7,396    9,693   -1,276   12,912   19,963   15,209   -2,159    2,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.8      3.6     27.3     31.7     52.0     93.7     82.9      6.3     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      441)
     173       54      111       93      188      315      317
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,232
COMMITMENTS
   3,528    3,950    1,011    2,880    2,628    7,420    7,590    1,813    1,642

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:       -931)
    -136     -513     -286     -304       36     -726     -763     -205     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.2     42.8     11.0     31.2     28.5     80.4     82.2     19.6     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      19       24       13       22       21       52       50
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       42,520
COMMITMENTS
  15,367    5,006    9,220   10,973    8,669   35,561   22,896    6,959   19,624

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      5,847)
   3,478      505    2,313     -324      905    5,467    3,722      380    2,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1     11.8     21.7     25.8     20.4     83.6     53.8     16.4     46.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      50       20       41       50       51      121       98
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       36,185
COMMITMENTS
   2,669       20      602   20,550   35,108   23,821   35,730   12,364      455

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      1,449)
  -5,831        0        0      933    1,130   -4,898    1,130    6,347      319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.1      1.7     56.8     97.0     65.8     98.7     34.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        1       12       11       17       12
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      110,969
COMMITMENTS
  27,254    8,189    6,401   37,841   75,925   71,496   90,514   39,473   20,455

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      3,756)
  -7,634    3,629      930   11,256   -2,596    4,553    1,963     -797    1,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      7.4      5.8     34.1     68.4     64.4     81.6     35.6     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      24       10       12       29       20       58       37
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       62,080
COMMITMENTS
  20,245    7,695    1,998   22,835   41,782   45,078   51,474   17,002   10,606

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      3,337)
   2,677      868       -8        4    2,762    2,673    3,622      664     -284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6     12.4      3.2     36.8     67.3     72.6     82.9     27.4     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      15       10        6       11       15       30       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      101,768
COMMITMENTS
  68,371    9,001      125   28,483   90,529   96,979   99,655    4,789    2,113

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     -9,964)
 -12,816   -1,633      125    4,132   -8,923   -8,559  -10,431   -1,405      467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.2      8.8      0.1     28.0     89.0     95.3     97.9      4.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      40       18        1       21       18       62       36
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      157,689
COMMITMENTS
  29,312   31,942    9,956   92,366   90,089  131,633  131,986   26,056   25,703

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     -1,467)
  -1,860   -3,038      -14    1,851    1,111      -23   -1,940   -1,445      473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     20.3      6.3     58.6     57.1     83.5     83.7     16.5     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      24       31       22       23       29       59       70
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      159,308
COMMITMENTS
  62,603   11,874   10,018   52,523  100,097  125,144  121,990   34,164   37,319

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      7,054)
    -696     -731    2,957    1,465    1,882    3,726    4,108    3,328    2,946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.3      7.5      6.3     33.0     62.8     78.6     76.6     21.4     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      38       26       18       26       31       69       70
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      310,837
COMMITMENTS
  53,286   70,880   42,494  159,143  139,096  254,922  252,470   55,915   58,367

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      4,082)
  -7,026     -909    5,436    7,119   -2,037    5,529    2,491   -1,446    1,592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     22.8     13.7     51.2     44.7     82.0     81.2     18.0     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      47       68       58       43       49      126      139
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       20,271
COMMITMENTS
  14,931    4,248        0    1,997   13,798   16,928   18,046    3,343    2,225

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     -3,356)
  -2,664   -1,208        0   -1,232   -2,608   -3,896   -3,816      540      460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.7     21.0      0.0      9.9     68.1     83.5     89.0     16.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10        8        0        7       12       17       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,971,742
COMMITMENTS
 1389039  349,764  5323320  6300095  7301681 13012454 12974765  959,288  996,977

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:    258,150)
  56,421  -12,316  165,985    6,361   59,054  228,767  212,723   29,383   45,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      2.5     38.1     45.1     52.3     93.1     92.9      6.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      65       66      114      144      151      272      274
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,032,366
COMMITMENTS
  66,543   97,675   87,936  747,700  734,140  902,179  919,751  130,186  112,615

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     24,961)
  -3,107    6,140   12,927   25,777   18,559   35,596   37,626  -10,635  -12,664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      9.5      8.5     72.4     71.1     87.4     89.1     12.6     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      559)
      98      119       94      235      239      385      400
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      409,799
COMMITMENTS
  18,823   66,531   29,977  276,319  251,944  325,119  348,451   84,680   61,348

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      7,270)
  -4,273   14,124      123    6,523    5,815    2,373   20,062    4,896  -12,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     16.2      7.3     67.4     61.5     79.3     85.0     20.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      23       25       33       82       71      123      111
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,112,833
COMMITMENTS
 440,665  357,783   87,730  2356905  2410983  2885301  2856497  227,532  256,337

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     88,459)
  89,595   43,849  -19,751   96,270   63,719  166,114   87,817  -77,656      641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     11.5      2.8     75.7     77.5     92.7     91.8      7.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      496)
      83      103       72      204      217      328      351
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       88,678
COMMITMENTS
   9,341    8,347      450   68,415   75,145   78,206   83,942   10,472    4,736

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:        736)
  -2,434      954      419    3,278     -742    1,263      631     -527      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      9.4      0.5     77.1     84.7     88.2     94.7     11.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      10        4        1       50       33       60       38
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       94,358
COMMITMENTS
  10,564   18,824    2,430   72,093   66,020   85,087   87,274    9,270    7,084

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      6,393)
  -6,062    4,445      998   12,049      994    6,985    6,437     -592      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     19.9      2.6     76.4     70.0     90.2     92.5      9.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      55       47       21       71       79      135      139
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       22,864
COMMITMENTS
       0    3,727        0   17,366   18,294   17,366   22,021    5,498      843

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      5,502)
    -738    1,230        0    6,658    4,841    5,920    6,071     -418     -569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.3      0.0     76.0     80.0     76.0     96.3     24.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       11       13       11       15
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      357,470
COMMITMENTS
  60,199   82,864    4,771  273,637  238,630  338,607  326,265   18,863   31,205

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      4,454)
 -22,360   20,332      732   26,954  -19,233    5,326    1,831     -872    2,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     23.2      1.3     76.5     66.8     94.7     91.3      5.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      55       47       21       66       72      130      132
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      115,398
COMMITMENTS
  58,788   11,810    4,577   27,347   81,884   90,712   98,271   24,686   17,127

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:    -13,244)
 -12,455   -1,641    1,121    2,739  -11,946   -8,595  -12,467   -4,649     -777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.9     10.2      4.0     23.7     71.0     78.6     85.2     21.4     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      30       16       12       20       20       56       42
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,872
COMMITMENTS
   6,428    5,410      206   17,464   10,951   24,098   16,567    8,774   16,305

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      3,121)
     182      524      206    2,612      787    3,000    1,517      121    1,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     16.5      0.6     53.1     33.3     73.3     50.4     26.7     49.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      13       11        1       22       16       35       28
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       54,948
COMMITMENTS
   5,530    3,728    1,372   36,802   31,142   43,704   36,242   11,244   18,706

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      2,379)
     191       69      636     -541    2,216      286    2,921    2,093     -542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      6.8      2.5     67.0     56.7     79.5     66.0     20.5     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       9        9        1       19       27       29       36
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       34,818
COMMITMENTS
   5,627      378      300   25,298   32,383   31,225   33,061    3,593    1,757

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:         56)
    -624       50        0      277       12     -347       62      403       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      1.1      0.9     72.7     93.0     89.7     95.0     10.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        1        1       20       19       27       21
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       27,529
COMMITMENTS
   5,798      442        0   16,160   24,906   21,958   25,348    5,571    2,181

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:        434)
    -364      238        0    1,484      308    1,120      546     -686     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      1.6      0.0     58.7     90.5     79.8     92.1     20.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10        2        0       19       16       29       18
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       13,949
COMMITMENTS
   3,366    4,754        0    9,742    8,464   13,108   13,218      841      731

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     -2,038)
    -835    1,719      -47     -378   -3,151   -1,260   -1,479     -778     -559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1     34.1      0.0     69.8     60.7     94.0     94.8      6.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        6        0        7        2       15        8
```

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Updated August 27, 2010